If you are using the Component Outs from the DVR to hook up to the TV, simply use the s-video or composite outs to hook up to the DVD recorder. If there is only one set of audio outs (analog, not digital) get a couple of y-splitters available from any electronics retailer.
If your DVR has a specific set of "VCR OUT" jacks, hook your DVD recorder to that instead. Some DVR's, if enabled by your cable provider, will allow you to send one program to the video recording device of your choice while allowing you to simultaneously watch a different program.
If your DVR has a specific set of "VCR OUT" jacks, hook your DVD recorder to that instead. Some DVR's, if enabled by your cable provider, will allow you to send one program to the video recording device of your choice while allowing you to simultaneously watch a different program.