All "digital" boxes provided (errr, leased) by service providers have this capability. If your satellite box is not connected then you're right... you also won't be able to order PPV, etc..
Each provider has their own data. They will share-it/sell-it as they see fit.
If you are one of the few who have a CableCARD ready TV and don't have a set top box then your data won't be collected, neither will OTA data... then again, the programming we're talking about (BTN, ESPN, etc.) isn't available via OTA.
Nielsen is there to provide industry-wide data.
When a provider (re-)negotiates with a sports network they will push their data when it's advantageous to them (as Verizon as doing now), while the content providers will use Nielsen coupled with their "all or nothing" extortion attempts.