Depends on the number/types of inputs/outputs you have but in general:

1. Use the S-video and stereo from the DVR output to the DVD recorder inputs. Use component out plus digital audio (coax or optical) out from the DVD recorder to your receiver IF you are using it for audio/video switching. Otherwise, hook directly to your TV inputs.

2. Use either the yellow video RCA cable plus the sterio outs (if you have any left) to your VCR or use the coax cable to hook them together. Use the Yellow video plus the stereo outputs to go to your receiver or TV as above.

3. Recording will be just like using a VCR, just chose the input for your DVR. You will record whatever you are either receiving or playon back on your DVR. Playback is through whatever input you have to the receiver or TV.