Since the OP has an HR20 they must have a slimline dish.
You'll need to run 2 more coax cables from the dish to the room you want to add the HD DVR in.
DIRECTV might give you a used HD DVR for free and you'll get locked into another 2 year contract. You can get a new HD DVR for $199. You'll know you're getting a new one, even though it's a leased one. You'll still have the 2 year contract extension for activating new equipment.