MIght be worth rephrasing the question and posting it in the "Technology" section (where you'll probably get a better answer), as I only opened it by mistake - don't get Sky, you see. Anyway, the easiest way would be to use the headphone socket out of any bit of A/V that the Sky sound goes through (at the very least, your TV should have a socket). You can then run a lead from this into your sound card, and use whatever sound card software you have to record it (there's probably a "line in" function) onto your Hard Drive. Then burn it to CD like you normally would. If your PC and TV are miles apart, I gues you could record to a portable cassette recorder, but suspect that the quality would be pretty awful.