Pep,
If you're thinking the sony will send video back to the LG over HDMI that you can record, that's incorrect. However, just split the coax from the wall, and send one side to your TV, the other to your LG. Or don't split it, and run the coax into the LG first, then out to your TV, if the LG has coax out. Then use LG's built-in tuner for recording (assuming it has a tuner), like wajo says. Otherwise you'll need to get a different recorder that has it's own tuner (avoid "tuner-less" or "tuner-free" models). Some TV's DO have outputs that you could connect to your LG for recording, but I don't think sony does.