You'll want to connect your direct tv receiver to the dvd/vcr recorder. Since you have a dvd/vcr recorder already, you can leave out the orion vcr.
What you need is to connect the audio video (a/v) output from the direcTV receiver to the a/v inputs on the recorder. Then connect the a/v output on the recorder to your tv.
For the interconnections, you have a choice, depending on what connectors are on the back of each device.
Satellite coax cable to the RF in on the receiver. Now the receiver will have at least a yellow, red and white RCA connectors.
Connect these RCA's to the corresponding RCA inputs on the recorder.
Now depending on what kind of inputs you have on your tv, you can connect another set of RCA cables from the recorder output to your tv.
If your tv doesn't have RCA inputs, then you can connect a coaxial cable from the recorder's TV out (or RF OUT) to the Ant. IN on the tv.