Having replaced my entire system earlier this week which included the Denon AVR2310 and having run into the same issue as reported by others on this thread with Sky HD not functioning because of the HDCP issue and having had a frustrating conversation with Sky, I ended up speaking to Denon directly.
The issue does appear to be to do with the Thompson Sky HD box and they advised that I initially ensure that the firmware is up to date. However, I was not really happy with having to pay for a £65 call out for an engineer to look at the issue when there did not appear to be any guarantee that the issue would be resolved or that Sky would replace the box for another model.
That said I was provided with some invaluable advice being from Denon that resolved the issue. Essentially (using non-technical jargon) there are two HDMI boards. The Cable/Sat HDMI is on one board and I was advised to move the HDMI cable coming from the Sky HD box from this connection to a HDMI connection on the other board (I used the HDP connection as the DVD was taking my Sony Bu Ray player). This immediately solved the issue. I appreciate that this is not the "perfect" solution but a satisfactory one.