You have a few options:
1. Wired - Use standard Ethernet cable from your router to the ethernet port on your DVR. This is the fastest and most reliable method but also is the most difficult if you dont have existing ethernet wiring throughout your house. If your router is in the same room as your DVR, I reccomend this method. Goto monoprice.com and buy a long ethernet cable.
2. Wireless - Wireless is great for laptops, but can be troublesome when it comes to high bandwidth applications. If you are in an area with lots of Wireless interference Video-on-demand downloads may be very slow or on occasion, fail. If you are in an area where wireless works well, then goto Best Buy or Newegg and purchase a bridge (wireless gaming adapter) like the WGA600N. This will connect to your DVR via Ethernet. It will connect to your router via Wireless. You may need to use a computer to configure the adapter for your wireless network.
3. Powerline Adapters - These use your electrical wiring in your home to transmit data. They work well in many situations, but some appliances can cause interference. Overall they work well and do not use your wireless network. You would need to purchase two powerline adapters, one that plugs into your router and one that plugs into your DVR. These are typically plug-n-play meaning they are very easy to setup, plug one into the wall and into your router and the other into the wall and your HD-DVR. You can either purchase adapters directly from DirecTV or something like this Netgear from newegg:
http://www.newegg.com/Product/Product.aspx?Item=N82E16833122167
Good Luck,
Jamie