How do you transfer recorded television programs from a DVR satellite receiver to my computer? ?

I have a Dish Network DVR receiver and want to save my programs onto my computer so I can record them onto DVD's etc. Can I do this with just audio/video component cables and some software? Any step by step instructions would be greatly appreciated. (I already have my computer on my television, but it is on a different input then my satellite receiver)

You will need a video capture device, if you don't have one or a tuner.