Janet, I'm not sure how it works for you guys, but I think all of our cable/satellite companies here just sell the DVR as a part of a reciever. I don't think I have seen any that you can just add on later (except in our case with an external hard drive - you can check if that will work for the box you already have!). I could be wrong though!
We have ours set to record every NEW episode of each show we watch. So when they skip a week and just put a rerun of that show in the same timeslot, it won't record it. That's pretty neat I think!
Last night we watched the movie, Catch Me If You Can. We recorded it back in May!!! It came on tv just as we were going to bed, and we had both never seen it before. So it's been sitting there for months and we finally got around to watching it!
Oh, and with ours (I'd guess this would be with most) you can even rewind live tv. If you are watching something (not recorded), and step out of the room and miss some of it, or if someone starts talking in the middle of it (that's Scott in our house

) you can just hit rewind and watch what you missed. I think ours normally goes about 10 minutes back.