There are a lot of options here.
Directv HR20-250 DVR, 2 Satilite tuners, 2 OTA ATSC tuners. HDMI, componet, and S-video outputs.
Lots of way to hook to your HDTV and use the PIP function. The Sony manual should give some examples. John
I Have a sony KDS-R60XBR1 with PIP connected to Directv HR20-250 DVR is there a way to make my picture in picture work the tv has two tuners and the HR20 has two video sources.

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