some people were saying the splitter had to go into the master socket before the filter.
It all depends on your setup and how far you have to carry the ADSL signal away from the master socket. As soon as you put a filter in, you cut off the ADSL signal from travelling any further down the 'chain' of phone wiring.
So if you need the router in a different room to the master socket, for example, you need to do this because you need to carry the ADSL signal to the other room:
Master --- Splitter --- (different room) --- Filter
| | |
| | |
Filter Router Phone
|
|
Phone
But if you can have your router by your master socket, you can do what you've done i.e.
Master --- Filter
| | ---- Phone
| | /
Router Splitter
\
---- Sky Box
Hope this helps :)