I,m totally lost.....how do I connect all this????

Well, you didn't indicate if your DVR box or your TV is HD, but here goes: 1. The coax cable coming from your wall plugs into your DVR cable box. 2. You connect the cable box to your DVD recorder using the best connection both units provide (component cables ideally). You'll go from the outputs on the DVR box to the inputs on the DVD recorder. 3. Connect the DVD recorder to the TV using the best connections provided (again, ideally component cables).
4. You'll probably want to also connect the cable DVR box directly to the TV so you don't have to use the DVD recorder if you don't want to. 5. Connect the digital audio outputs of the DVR and DVD recorder to the digital audio inputs on your Yamaha receiver. Since your receiver doesn't have component switching, there's no reason to run video thru it, just audio. Think of your DVD recorder as a VCR which will record whatever you plug into it, such as programs you've recorded on your DVR and want to save to a DVD. Hope I didn't lose you thru all this.

If i couldn't hook it all up,I'd ask a friend who has done his up(invite him over for some BEER to help you out).
or pursuade one of the audio people where you purchased the gear and offer him some cash or.I know I would come over and help but I am in Canada.Usually take ONE CABLE AT A TIME.
say the cd INPUT on receiver,That's where your output from the cdp goes.Where is the sound coming from(source,CDP)source to receiver ect.signal out to signal in.going out of cdp to in on the receiver.

from the cable from the wall to your cable box(input)then the output on(cable box)to input on DVDR and output on DVDR to input on TV.My recorder has to be on channel three to record and same with my TV.The manual might say that in there.It's really from out to in ect.some instructions show three different cables but that's there to show you can use
one of those coax,optical,component,S-VID,composite(That's 5).If dvdr is optical then your TV should be OPtical,If not
S-Video to S-Video ect,Hope that helps

Thank you..,.Your answers were much more clear than the cryptic diagrams in the manuals. I appreciate the time you took to help out and everything works great!!!