Some important points I want to highlight in what n2rj said -- his approach
doesn't result in "record[ing] TV programs or movies from [your] TV". Generally televisions don't provide outputs that can be used to record onto a computer. In the approach he outlined, you record television from directly inside your computer, by installing a card in your computer that essentially makes the computer into a television itself (kind-of).
Why this is important is because his approach has limitations if you're getting your television in some manner
other than through an
antenna. Specifically, the AVermedia
HD Duet (generally) does not provide you access to
HD cable networks (such as ESPN, Disney, TNT, CNN, etc.), but rather (generally) only provides access to
HD over-the-air channels (such as ABC, NBC, CBS, CW, PBS, and local independents). There are tuner cards (from ATI and Ceton) that support CableCARD that will provide access to
HD cable networks, but I don't believe AVermedia makes any.