You need to record the show/movie/event...
Then you need a capture device. Look around for capture cards, best buy, circuit city, frys etc. They all sell the same ones.
There are a number of them. Pinnacle, happague, avs....lots of options but they all do the same thing.
Then you need to plug in the dvr to the capture card, audio L-R and video either composite or s-video. There are no hd capture devices. there are hacked dvr's that allow you to transfer the file via usb....
After you plug it in, you use the cards software, whatever it comes with or if you have another Non Linear Editting program. You capture the recording to your hard drive. If you are just going to go to dvd, the fastest way is to capture with the mpeg codec and somewhere between 6000-8000 kbs.
Then you throw a blank in the tray and use whatever software you have to burn discs...bring in the recording in mpeg format, make a menu, set the links and burn it. It still takes some time because it needs to be rendered and compiled.
Its as easy as that.
here is a page of capture devices from frys.com
http://shop2.outpost.com/search;jsessionid=J7qv7tD+e-epDvRXPd3vOg**.node2?cat=-46702&pType=pDisplay