The Directv box should have at least two sets of out puts. You did not say what receiver you have and if the dvd is a player only of a recorder so its hard to say how to connect it.
If you have a dvd player only then take the output from the dvd player and connect it to you tv's second input, HDMI or component or what ever is a match between the two unites.
If you have a DVD-Recorder that you want to record programs from the directv receiver then take the second output from the receiver and connect it to the input on the DVD-Recorder and connect the output as above.