Hi Guido,
Leave the cable attached from the wall to the DirecTV box. Disconnect the cable that goes from your DirecTV box from the back of your television and connect this TV end to the "In from Antenna" on the back of your VCR. Then, as Worthbeads said, connect either the coaxial (Out to TV), RGB, or S-videos cable(s) to the back of your TV, whichever one you use.
One other note, make sure the TV is set to channel three (or possibly four in some rare cases) to use the VCR. I have Dish Network, which requires the TV to be set to channel 60, thus I have to switch it in order to use my DVD player.
Good luck. Take care.
