Quite simply you can't do it.
The only input socket is a USB for playing files from a memory stick. The Recorder is meant as a DVD/BR PLAYER and only as a recorder from Live Air programs.
I don't have Sky+ but you might be able to do it if there is an RF Antenna output on it but I can't see any reason why Sky would put one on it to start with as it would add cost for no value to an end user.
Sorry you have bought the wrong unit for what you wish to use it for.