Dish wants you to be connected to a phone line or the internet in an attempt to ensure you are not "account stacking." That's having one account with receivers in 2 or more locations. These connections also offer other functions, such as seeing your bill. The internet connection offers another way of downloading programming, usually PPV (some free), and an interactive way of remotely accessing your DVR to see what's there and to set it for recording something when you are not at home to do it yourself with the remote.
Dish will charge $5 per month if you don't have either of these connection, except for, I believe, if you have only the one receiver.