Yellow RCA (composite) carries video only, but be warned it's ABYSMAL quality (lowest quality you can get next to RF aerial modulation) so for sound you would need L+R (red and white) audio RCA inputs on your soundcard....

To convert a scart output (or S-Vid, composite etc) you need a video to VGA converter like this;

http://cgi.ebay.co.uk/TV-tuner-box-V...QQcmdZViewItem

Plug your Sky box's s-vid or yellow RCA into this box, then the box into the PC monitor (goes directly into the monitor, so you wouldn't be able to view the desktop at all as you would have to disconnect it from the PC) and the audio from the Sky box needs connecting to an amp or hifi....