I used to do this using a digital video camera as an AV/DV converter.

Sadly you usually can't get DV straight out of a PVR but most digital video cameras have an analog input that you can connect the PVR to and run the digital output to your computer and whatever capture software you use. I used iMovie.

There are also dedicated AV/DV converters as well that can handle the job; or on the Mac side there is also Elgato's EyeTV product line. I'm sure there are Windows based solutions as well but I'm not up on those.

Asides from the technical aspects be aware that using TV clips for training may have copywrite implications.

You can get a TV tuner card for your computer. It will allow whatever type of signal from your PVR's output to be recorded on your computer using the software provided. Hauppagge makes many types of video input devices that will accept TV signals in there WIN-TV line. I put one in mine and works great!