Okay so...

I have DVR (digital video recorder) through my cable service, which allows me to program the cable box to record automatically. What it does is record each episode and store it on a hard drive in the box. The settings here give me the option to record things on the hard drive to a VHS, but thats not really what I want.

My question is this:
Is there any way for me to get these shows onto a DVD? Whether it be from a VHS or straight from the cable box, I wan't to be able to save the files to a DVD and get them on the computer. (This is for screenshot purposes, nothing illegal :D )

Any advice on the issue would be greatly appreciated

There are basically two ways to go here. Well, there's actually three, but the third involves taking your DVR apart and hacking it so that you can digitally extract the content off the hard drive directly. Since you're using a cable company provided box, they won't be too happy about this. B) So let's skip that one.

Option 1: Buy a stand alone DVD recorder. These work just like VCRs except they record on DVDs instead of tape. Just connect the s-video and audio outputs of the DVR into the DVD recorder, play back the show from the DVR and record on the DVD.

Option 2: Record onto your computer instead. Since you said you wanted to get the shows on your computer so you could get screenshots, this would be the better method. Doing this is pretty simple if you have a Mac like me since Macs come with all the software you need. If you've got a Mac, all you need is a little box that converts the analog video/audio output of the DVR to DV format digital video. I use a Canopus brand ADVC100 converter to do this. There are also other brands and models to choose from. I bought mine used off eBay for about $100.

The ADVC100 has inputs for analog s-video and audio. It converts the analog signals to DV format digital video and outputs it to a FireWire connection. When you plug it into your Mac, it looks like a camcorder to your Mac and you can record directly into the iMovie application. So you plug the output of the DVR into the ADVC100, plug the FireWire cable into the Mac, launch iMovie and start recording the playback from the DVR. Then you can edit out the commercials if you want to archive to DVD using iDVD. Or if you just want to grab screenshots, you can do this directly in iMovie. This is how I got all the frames for the funny caption contest: I just recorded little clips from the sequences that had good frames, then grabbed the frames I wanted right in iMovie.

If you're using Windows, then you've got more work ahead of you. First, not all PCs have FireWire ports, so you may have to go out and buy a PCI FireWire card first. Second, you'll need to buy some software that does the equivalent to what iMovie and iDVD do on the Mac. Once you get all those parts assembled, you can pretty follow the same path. However, you have to be really careful when shopping for all these parts because they may not all be compatible with each other. (Or you can just go out and buy a Mac :D )

I hope this helps.