Make sure the Sky+ box is tuned to the correct channel.
Set the DVDR/VCR up to start recording from AV2 (or whichever scart socket you have got the Sky+ box connected to) at the time that the programme is due to start on the Sky box, and set it to stop recording after the programme has finished.
A point to note is that Sky+ boxes, being recorders themselves, do not provide an output when recording, so it is necessary NOT to record on the skybox and do as Broadz describes above... i.e. just 'play out' the received channel.
That said, I would have though it was always safer to record onto sky+ first.