AFAIK there's no way to get the digital files off the Sky+ hard disc directly into a PC, so it would have to be done by outputting the programmes as analogue (via the SCART or S-video OUT ports).
The much-preferred method is to re-record the progs onto DVD using a stand-alone DVD recorder (connected via SCART). Designed to do the job, far less hassle and with negligible loss of video quality.
However, if you specifically want to do it via the PC, you need to invest in a suitable 'digitiser' gizmo (to convert the analogue signal to digital), specifically with S-video and stereo audio IN sockets.
Then physically move the Sky+ box and plug it into the gizmo via S-video and stereo audio (usually phono plugs). That will get the progs into the PC as digital files, from where you can burn them onto DVD.
There's a wide choice of digitisers but, for occasional use, we suggest a plug-in (USB) type such as the Dazzle Video Creator (Maplin's code A85FT) see click here
Alternatively, if you use a TV card, these invariably have supplmentary sockets to plug in the Sky+ box (but ensure it has S-video IN. The audio IN may be a 3.5mm stereo jack socket but cables with phono plugs at one end and a jack plug at the other are readily available.
The TV card can again be plug in via USB, e.g. click here or an internal PCI card, e.g. click here
Note that you don't have to have an aerial connected to the card to use it purely as a digitiser.
For burning DVDs, I suggest you check the support CD for your PC's DVD burner as suitable software is very often bundled. HTH.