If you aren't too worried about quality - then just get you a DVD recorder.
I have one hooked up to my standard def. DVR and can burn to it without any problem.
The quality you get isn't going to be HD-DVD but you will have your shows saved anyhow. I suppose even the HD show will burn better than the standard show.
Only reason I don't do this with more is because the DVD recorder has to burn what is playing on the TV input for it, so I either have to record on the DVD while watching, or watch it all over again to record it off the DVR onto DVD.
I could go into detail about how mine is setup, but no need really. You can do some neat stuff.
I do have a media center PC, and that route is a logical route, you just have to be able to put it near the DVR unit (the high end cable aren't made long enough to reach from your computer to your TV typically). I have successfully recorded off the DVR onto the PC with coax, but that's the quality I got...
DLB