Hi [B]suzione[/B] and welcome to CD Freaks.
I’m afraid you don’t give us very much information to go on, so a very simple answer is that; assuming it is normal terrestrial broadcasts received from an aerial on the roof, the cable from the aerial goes first to the set-top box (STB), then this is joined with another aerial cable to the DVD recorder, then this connected to the TV with another cable. Some people describe it as ‘daisy-chaining’ for obvious reasons.
Could you tell us whereabouts you are geographically, and whether this STB is for cable, satellite, or otherwise? That would make a difference to the way of connecting above.
It would be also useful to know the make and model numbers of the STB, DVDR, and TV. Do you know what type of connections there were between them before?