That would depend on your Digital Video Recorder (DVR). For example, the Tivo's have TiVo Desktop Plus for PC which allow you to download and transcode your recordings for use on various mobile devices. There also other devices like the Hauppage HD PVR (http://www.hauppauge.com/site/products/data_hdpvr.html) which will allow you to record your content directly on your PC.
The Slingbox (server) products will only transcode the audio and video signals to can be viewed on the Slingplayer (client). However, products like mReplay Broadcast (http://www.mreplay.com/broadcast/) which will allow you to record or restream anything shown on your monitor.