I've had a HR21 HD DVR with DirecTV and also another non-hd dvr in the other room, and 2 other boxes in the bedrooms.
I've had directv for 4 years, and never ever had had the boxes hooked up with phone lines. The only reason you need to do this is if you want to instantly get movies without calling or signing up online for a movie.
I've had Sunday ticket and also lots of extra channel packages. You NEVER have to hook up a telephone line to the boxes. I'd cancel if I did--I've had only cell phone for home # for a long time.