we had this problem of trying to record sky on both video and dvd. you can get a scart switch box which will have one input and two outputs. i find if i connect this to the back of the sky box it will work.
the main aerial of your house (not sky aerial) should go into your dvd recorder, and then the output of that should go into sky box, then into vcr, then into tv. sorry it may be a bit confusing, post back if you need more help