New firmware is being rolled out over time using MER (MAC Encapsulated Routing).
Currently, only users on Sky's voice and broadband MSANS are being switched to MER, but they haven't switched users on their Easynet LLU (not yet anyway) and can't use MER for Sky connect users.
I believe Sagem users on the new MSANs are still able to use PPPoA with other routers, although Sky could decide to stop that if they wish.
A lot of non-sky users probably have routers that don't support MER - none of my routers do. From what I gather, MER combines 1483 bridge mode for the connection to the ISP, with NAT.
skyuser.co.uk