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No. They currently* supply a separate modem and router and you get a free "data extension kit" of up to 25m anywhere in the house. Basically it's an ethernet cable that allows you to put the router wherever you want. The modem has to be within a couple metres of the phone socket but you're free to do whatever you want with the router.

* This may change in future

[Edit]
Just jumping in on the previous comments, as a national average, Virgin Media's ping is *slightly* lower than BT Infinity on *some* packages, and although theoretically the speed you're on shouldn't affect ping, in practice the evidence suggests otherwise - that said the differences are slight, within single digit percentages in all cases. And in spite of the slightly lower ping, VM's jitter is still about 80x higher than BT. Although that does mean if you're lucky enough to have low jitter, your minimum ping could well be significantly lower.