It's easy enough if you just get a set-top DVD recorder (with or without a hard disk) BUT there is an absolutely massive problem with Sky boxes and that the scart connectors do not have the pin connected that controls the aspect ratio.
For me this means that copying widescreen footage to DVD results in old fashioned 4:3 square-vision with a widescreen rectangle in the middle.
I tweaked the settings for ages, changing the letterbox modes on the Sky box and my DVD recorder until I did some research and found that, well, Sky have done it like that on purpose basically!