Well, all I know is that when I tried setting one up for a customer at my house (I do them BEFORE I take it out to their house, so I can immediately show them how it works) it would NOT let me complete the setup until it at least make the initial call.
I guess I didn't explain it completely - the software (at least on the latest version) IS supposedly downloaded via the dish, but it takes a call-in to actually "load it" in the box. (this is the way I understood Dan Collins to explain it at dbsforums, & he's pretty sharp on all this stuff)
I did this one a few months ago, so it's possible this has changed. I guess you can try it w/out, & if it don't work, take it then to a phone line.