Connect the yellow video output from the DVR directly to the TV's video input. Check the captions. If the captions are not in sync, reset the DVR by holding in the power button for 10 seconds. If that doesn't re-sync the captions with the audio, contact your satellite or cable provider.
If the captions are in sync, then unplug the video cable from the TV input and connect it to input 1 of the TVG. Plug another cable from the yellow video output of the TVG to the same input used before on the TV.