Peter, I had difficulty dropping from the Direct TV Tivo to the VCR at first. I finally figured you need to have the 'channel' on the VCR to Line 1.
Not sure where you are hung up, so I'll take it from the top, but basically, you should have three lines coming out of your TIVO (or other brand of PVR). They are Left/Right Audio and a Video. Plug each of them into the corresponding jack on the back of your VCR. It's probably labeled 'Line 1 In' or similar'. If line 1 is already in use, jump to line 2. Just be sure when you go to record you have the 'channel' set to the appropriate line.