Yes, you can keep your existing router, but there isn't much "messing around" to do. The box is already set up when it arrives, all you need to do is plug it in and connect it up. If you want to use another router, you will need to extract the user name and password from the one that Sky supply. Details of how to do that are on the
Sky User Forum
You will still need to keep the Sky router, in case you ever have a line fault - Sky won't deal with you unless you have it connected when you call them.