[Ballers]

You will need to purchase something like "The Dazzle" or a PVR.

Depending what kind of quality you want is basically how much you are going to pay.

PVR's go from anywhere from 100-400 dollars but well worth it.

I would advise looking through Amazon.com and Ebay. They have great deals on them.
They are very basic to hook up and come with instructions. I have one that I use for just videos from my gaming device. If you need any other help besides that let me know.

I'm sure there are other half-cocked ways of doing it, but the options above will be less time consuming and more than likely your best bet.