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Need more information for your particular situation, but in general the PIP feature is available with some TV models (less so these days than before, I believe) and as a feature in certain DVRs, like the Dish ViP 622 and 722 models. It takes two separate tuners or a system that will allow you to view two sources that could include other "back panel" inputs or a mix of tuner/inputs. PIP is a designed-in feature of the equipment that has it. You can't add it later AFAIK...
