Hopefully you have figured this out by now, but just in case..
You could just use the Composite Video & Analog Audio connectors to connect these together. If you don't have them already, you will need two inexpensive A/V cables and connect them like this.
Cable 1 DVR --> VCR
Y VOut - Vid In
R Aud Out - Aud In (R)
W Aud Out - Aud In (W)
Cable 2 VCR --> TV
Y VOut - Vid In
R Aud Out - Aud In (R)
W Aud Out - Aud In (W)
To watch the VCR, you need to switch inputs via the TV controls.
Good Luck