Don't worry about it. The nag message is the only ill effect. Some people find that a DSL filter inserted inline for the modem helps with dialout, if you are so inclined.
It's how software updates were delivered and I believe how the TiVo got it's service status (but that may be satellite delivered). It was also used for PPV and uploading diagnostic and other miscellaneous data, but it wasn't absolutely required for operation of the box. DirecTV just always wants to have a return path from their boxes whenever possible, so they do what they can to encourage it.Thanks gents. So what is/was the dial out for?? D*TV was insistant when I first got these units. Does it update the guide now just like the HR-XX units?