I'm assuming from your comments that you don't have sky at the moment. I also assume that you have some kind of digital or cable service with a 'boxy' thing?
If this is correct, and you already have a service, then I would recommend a DVD Recorder - you can keep your recordings forever if you want, watch them on other players etc etc, which you cannot do with a Sky+ box.
If you don't presently have a service, and want to sign up for Sky+ (a 'boxy' thing which records live tv
http://www.sky.com/skyplus/launcher ), you will need to have a dish installed, sign a contract, and fork out (£200?) for the Sky+ box.