You can't upload a non native file to play on the hdr.
Assuming you are talking about SD then downloading a recording to play on a PC or burn to DVD is easily possible.
Brief instructions
Plug in a FAT32 usb drive, you should see a message pop up on the screen
Press Media and then opt+ to go into file manager.
You will see 2 panes with the Foxsat files on the left and the USB on the right
Press the right key to go into the usb pane, click OK on the usb drive to open the root folder.
Press left and cursor to the programme, press green to copy the file.
Transfer the USB drive to a computer, you will find 3 files, the one you want has a .ts extention (transmission stream).
You can play this file with a free player called vlcplayer (and also convert it to other formats including .mpg).
To create a DVD you need to convert the transmission stream file to a programme stream (.mpg) file.
How to convert this to a dvd depends on whether you want to pay for software (you may already have dvd authoring software) ore use free tools (more complicated and steeper learning curve) and if you want to edit the file (eg cut out adverts).
The best all in one paid for package that does everything is Video Redo TV Suite but you have to pay for this.