a simple explanation of this hook-up using standard cables.

How do I hook-up the following devices to my TV. DVD, VCR and Satellite receiver (direct TV). I also have a RF modulator box. I only want to use the DVD and VCR as players only. When watching Direct TV and I want to see a DVD movie, when putting the movie in the device it switchs automatically to the DVD player.

I don't see the problem, sounds like you have it hooked up OK.
You can't watch both at once.
Sounds like you can watch Direct TV, and when you put in DVD it plays. If you want to watch Direct TV, Don't put in DVD.
Do you mean Coax as "Standard"?

Hold on a minute there many standard connection ports with even more standard cables.

Please tell us the Inputs to the DVD, VCR and TV. As well as the Output of the Direct TV, DVD, VCR.

A true DVD is a playback only device and may or may not have and input connection port.