The current problem for the grey market is that there are so few boxes and Sky are only providing them themselves to existing customers. That means a Sky monkey visits and fits the system and/or upgrades the dish. Unfortunately their installation area does not cover Bavaria yet

. The grey marketeers need to get these systems out of UK homes to sell onto the foreign market. Many people don't give them up easilly, or at least not without a seriously greased palm.
The first SkyHD boxes on the market are manufactured for Sky by Thomson - there have been no end of problems and quite a high failure rate in the early days, as always with new technology. In particular it seems that SD reception is poor, which is not good when only around 5% of output is HD in the first place. Sky will bring Pace-manufactured models on line later this year, and when enough are available will probably let the private market have a go.
BBC transmissions are free-to-air - no need for any Sky box for these. Just any HD-compatible satellite receiver that supports MPEG4 (h.264)