That would depend on what you have available. If the DVR has dual tuners with seperate outputs then its easy. You just connect your TV to "source 1", "video 1", or "tv 1" then you connect your Slingbox to "source 2", "video 2", or "tv 2". However, most DVRs with dual tuners have a single source output. The second tuner is usually a backup for digital recording.
If your television provider provides you with unencrypted analog channels, then you can connect the COAX cable from the wall into the ANT IN of the Slingbox Pro. This uses its internal analog tuner to change the channel channel, so it should not affect viewing on the DVR. In some cases you might need to use a cable splitter to seperate the signal between the Slingbox and the DVR.