Here are the steps I used to obtain DirecTV HD using Windows 7 MCE, but you should be able to use any Set Top Box. The Hauppauge HDPVR will record from your set top box to an h.264 wtv file. At the moment the Xbox 360 is the only MCE extender that can play video produced by the HDPVR. Most of the instructions taken from the 1geek1tool wiki.
Install Windows 7
I did a clean install of Windows 7 Business. I ran Windows Update and installed all the Important updates.
Install the latest drivers for your graphics card
Windows Update didn’t give me the latest drivers for my ATI HD 2600 XT. Having a card that has a hardware h.264 decoder is recommended if you plan on using your HTPC to connect to your TV to cut down on CPU usage. If you plan on using the Xbox 360 as your extender then the h.264 decoder is not needed.
I use my HTPC in my theater and 2 Xbox 360s in the rest of the house.