It's actually a rather simple process, so read through the info on the link that Jimbo gave and give it a try.
(PS, when you download on a receivers and try to connect your H2* with your DVR, just remember that you get to the recorded content by pressing the "List" button on the H2* remote. I guess I'm slow but I had it all working and yet it took me awhile to find out where to get to my content!)