you can output to a DVD recorder or anything else that will take a feed from the outputs on the back of the skybox. best bet would be to get a video capture card/adapter and record them to a computer, organise then burn to a DVD from that
you can take the hard drive out and copy the recorded files across to a computer HDD but i believe they are compressed and encoded and cant actually be watched on a computer.
Cheers for that will use the link and take a look to see how its doneBob, this is where to get what you need, the software is free but donations are accepted via paypal. All instructions and forums there too.
http://www.skycopyplus.co.uk/index.php
Does this work for Virgin HD as well ?