If you connected without filters on some items first time round you may have been slightly capped to stabilise your line. If the speed doesn't improve ring Sky T1 and tell them what happened and ask for a ticket to be raised for speed and config so that CST can remove or reset your cap if it is in place.
As above though there is no "training" period of Sky BB only on Connect as that is based on BT equipment.
If you cannot get through to Sky CST due to incompetent T1 staff (I would put the ticket in no problem lol) then you can use the slightly slower route (3-4 days till a response) of
https://mysky.sky.com/portal/site/skycom/kana
Select "I am having technical difficulties" and then explain what happened in the info box and ask for your config to be checked.
I had to do this after my line was capped incorrectly by a prat on CST but once I made contact with them they were happy to put the cap back onto a stable 10Mb for me. I don't need a massive speed just a stable connection
Oh and if you are going to have the router away from the master socket make sure you run a good quality ADSL telephone cable from the socket to the router and do not run a standard telephone extension as it can be more trouble than it's worth. I would also recommend an ADSL pre-filtered face plate as above as it removes all other filters from the line and can help a lot with line noise issues.