Play the video from the DVR. Run the signal from the outputs to your tape/disc recorder inputs.
Im not sure you can do it from a cable box. But You can try it, It works with the DVR boxes from dish network. Get a usb cable from walmart that has two male ends on it. Then just connect one to the box and one to the computer and it should act like a usb flash drive.
I assume you probably want to watch HDTV programming. If you have a specific type of PVR/DVR (eg. Motorola cable box), you can download data via the Firewire port into your PC using specialized drivers and software, BUT only if the data is unencrypted. You have to realize that the content providers want to control the information in the box, so they will NEVER make it easy for you like a USB drive. The other method which is probably easier is to buy a Hauppauge PVR and record the video/audio off the component/audio outputs.