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You will need a compatable S-video or VGA cable.And appropriate TV tuner card connected to your pc.
To use Sky Anytime on PC you need to ensure that your computer is set up correctly with the right software and a broadband connection. Please ensure that you meet these system requirements.
Country: UK and Republic of Ireland only
Operating System: Microsoft Windows XP Only
Browser: Internet Explorer 6.0 or 7.0
Active X: Enabled
Cookies: Enabled
javascript: Enabled
Media Player: Microsoft Windows Media Player 10 or 11
Connection Speed: An active broadband line from any UK broadband provider
Portable downloads play on Microsoft® Windows playsforsure devices including: Archos® - 604, AV700; Creative® Labs - Zen Vision M, Zen Vision; and Sansa® e280.
The default video window will be 720x408 and the bit rate will be approximately 1200kbps. This should allow you to experience a good quality even if you expand the video to full screen mode.
To get TV or radio signals on your PC, you'll need special hardware. PC TV 'cards' come in two key types. Some go inside your desktop PC case (these are normally PCI cards), and some are external boxes that plug into your PC's USB port.
Read this link.
Getting TV and Radio on your PC