Can I record Sky TV with a DVD/Video recorder?

I have just bought a very expensive Toshiba DVD/video/HDD recorder alosng with a brand new TV. I also have Sky. Everything is connected OK - it has been checked but I can't recored Sky. Can you recored from the Sky box/sattelite or does all recording have to come from the ariel ie, terrestrial? I live in the country and the TV pics are rubbish unless watching through the Sky dish. Please help...