I record programmes from my Sky+ box direct to DVD all the time.
I agree that DVD recorders can be complicated, the instructions for my Panasonic were so complicated I gave up on them (and I am pretty good when it comes to techncial stuff)
In simple terms you connect your Sky+ box to your DVD recorder with a Scart socket.
You then set the "channel" on your DVD recorder so it is "seeing" what is coming in on the Scart lead from the Sky+ box (this is often a channel like AV2 or EX2).
You place a blank DVD disk in the DVD recorder.
You then press "play" on the Sky+ box to show the program and record on the DVD recorder.
Whatever is "playing" on the Sky+ box should now be recorded onto the DVD disk.