You can. Right, first of all you will need a USB recorder for the laptop, that will plug into the video/audio outputs on the skybox, press play on the box and record on the laptop. They cost about £20 or so from any decent online PC retailer.
www.dabs.com or
www.saverstore.comThere is a USB port on the sky+ box but it is disabled by sky unfortunately so there is no way to use that which is a pity as it would make it a simple case of dragging and dropping.