which DVR ?
I've done exactly what Iceberg suggested:
Hook DVD Recorder via R/W/Y RCA plugs to the satellite receiver, and go for it.
I even got a close-out deal on a DVD recorder at Radio Shack last summer (?) for about $50.
It has two sets of inputs; one on the rear, and one on the front, and from the remote you can select either input, or its own tuner.
But, which DVR are we talking about? Because if you have the Visionsat IV-200, and a computer with DVD burner, you can make discs that way.
I do, and have described it elsewhere ....