In another very detailed tutorial HD Beat shows you how to get lots and lots of great HD content on your PC. They cover capture cards, downloading and direct cable capture via Firewire.
These are all great options for most but some people have another option which doesn't require a capture card at all. If you have another HD device like a Cable STB with a 1394 (Firewire) port you can capture HD by plugging it into your computer. There is an FCC mandate that requires all cable companies to supply their customers with a STB with a functional 1394 port, but unfortunately it isn't always easy to get.