If your HR34 is going to be installed in the same room as your networking equipment then you would be able to use a direct ethernet cable connection from your HR34 to your router and would not need the external CCK module.
If your HR34 is not going in the same room as your networking equipment and you are planning on using a wireless connection to your router, then there is no way around the external CCK module as it's required in the wireless configuration in order to connect to all of the online features such as DirecTV Cinema, PPV, On Demand, DirecTV2PC, Media Share, etc.
As far as how much they're charging you, I got my HR34 for $99 with free installation and no external DECA/CCK units were needed as I use a direct ethernet connection to my router.
The price you get is simply determined by how well you negotiate and by how helpful the D* rep is that you speak with. Don't spend any time with the initial CSR you speak with. Instead ask them to transfer you to the customer retention/cancellation department and they will be able to do a lot more for you in in the way of approving special discounts. Discounts will also depend on your account status; like how long you've been a customer, your payment history, your current programming package, if you're currently already under a contract, and when the last time you used an upgrade for some new equipment was.
Sometimes it may take 3 or 4 attempts of you hanging up and calling back until you get the right kind of retention rep on the phone that will work with you the way you need them to. Just don't give up and remember that at the end of the day, D* NEVER wants to lose a customer.