Ethel, I was guessing he wanted to copy a file directly from the Sky+ box to the laptop and then play it.
But, yes, I guess you could get a TV/Video capture card for the laptop or PC, then connect the Sky+ box direct to the capture card.
You could then "play" the program on the sky+ box and then capture the image and store it on computer hard disk.
I have never done it, but assume it could be done.
If it is a laptop you would need an external video capture card. There are few videos on YouTube that show you how to do it, just search in YouTube for "Capture card".
Here is one
https://www.youtube.com/watch?v=GlqqLQCHNHo&fea ture=related