It would be far easier to connect your sky+ box to your video recorder, or dvd recorder if you have one.
They are quite cheap now.
You are allowed to copy tv programmes for your own use but you are not allowed to make more copies or sell copies.
The law is a bit murky - you are supposed to watch the recording within a reasonable time, but who is going to know?
In theory yes but as Sky use their own operating system any software that could do it probably infringes their legal ownership of the operating system.
As already mentioned you're better just copying to DVD.
Personally I use a Humax PVR for archiving and copy the files straight to my PC and just use the Sky+ box for general use