First off understand that the ReplayTV will only accept an analog input, so you will not be able to record in High Definition [HD], only Standard Definition [SD].

Make the physical connections as you would connect a regular cable or satellite box to the ReplayTV.  Refer to the following articles for connection assistance. 

Audio / Video Setup Diagrams

Additionally, you may need to enable the analog output on your HDTV receiver in order to view a video signal on the ReplayTV.  Refer to the user's or owner's manual for the HDTV receiver for the procedure to enable analog output, if necessary.

Finally the you must use the IR Blaster cable or Serial cable to control the HDTV receiver.  Understand that ONLY DirecTV customers can use the serial cable, also not all serial ports are enabled on satellite receivers.  Please refer to the following articles for setup and troubleshooting.

Troubleshoot - IR Blaster - Code Not Listed

Troubleshoot - IR Blaster - No Or Poor Response to IR Command

Troubleshoot - Serial Control - General Usage