Well, you didn't indicate if your DVR box or your TV is HD, but here goes: 1. The coax cable coming from your wall plugs into your DVR cable box. 2. You connect the cable box to your DVD recorder using the best connection both units provide (component cables ideally). You'll go from the outputs on the DVR box to the inputs on the DVD recorder. 3. Connect the DVD recorder to the TV using the best connections provided (again, ideally component cables).
4. You'll probably want to also connect the cable DVR box directly to the TV so you don't have to use the DVD recorder if you don't want to. 5. Connect the digital audio outputs of the DVR and DVD recorder to the digital audio inputs on your Yamaha receiver. Since your receiver doesn't have component switching, there's no reason to run video thru it, just audio. Think of your DVD recorder as a VCR which will record whatever you plug into it, such as programs you've recorded on your DVR and want to save to a DVD. Hope I didn't lose you thru all this.
4. You'll probably want to also connect the cable DVR box directly to the TV so you don't have to use the DVD recorder if you don't want to. 5. Connect the digital audio outputs of the DVR and DVD recorder to the digital audio inputs on your Yamaha receiver. Since your receiver doesn't have component switching, there's no reason to run video thru it, just audio. Think of your DVD recorder as a VCR which will record whatever you plug into it, such as programs you've recorded on your DVR and want to save to a DVD. Hope I didn't lose you thru all this.