You can hook up your DVD to record shows and movies you've stored on your DVR, but only for those programs that don't have copy protection. Many cable channels, especially the premium and pay-per-view content, now copy-protect their shows, which makes it nearly impossible to copy them off your DVR. You can imagine that these companies don't want people to be able to access their content if they've not paid for it. However, much content recorded on your DVR is able to be recorded down to a DVD on your DVD player. You'll need a DVR unit, a DVD recorder with either a blank DVD+ or DVD- (your manual will tell you which you need), and two sets of RCA cables (these are the cables that have the red, white, and yellow connectors at the end).
First step is to connect your DVR to your DVD recorder with an RCA cable. Align the same color plugs to jacks between your DVR output ("line out") and DVD input ("line in"). You then want to take the second RCA cable to connect the DVD output to the TV input. (Some units may require an S cable for this, instead of an RCA cable.)
Now, change your input setting on your TV so it's accessing the right unit. Make sure all three units (DVR, DVD, and TV) are on. Press play on your DVR; you should now see your DVR show just as if it were on the TV right now. You now need to select your recording speed on your DVD. Then select "record" on your DVD recorder. If all goes as it should, your DVD recorder should now be recording what you're playing off your DVR recorder. Some DVRs have a specific "record to VCR" option. However, if your DVR doesn't, just playing the DVR recording should do the trick.