One way, would be to use a Video Capture
device, if you have the available connections on the DVR.
I don't do it enough to justify the cost of a capture device, so I use a round-about way:
I record the video to my set top DVD recorder, using a DVD-RW disc.
Finalize the disc (important step)
Once the DVD has been created, I use DVDShrink
, to back it up to the computer. (Guide)
Once it's on the computer, you can use ImgBurn
to create additional copies.