I just checked the connections on the HDR2 and it has a scart lead and a Set Top Box controller.
My configuration was:
Sky coax into Sky Box
Scart from Sky box to HDR1/2, TV Ariel coax into HDR1/2
Coax from Sky out to HDR1/2 in
Scart from HRD1/2 out to Scart on Avant.
STB lead from HDR1/2 to IR sensor on the front of the Sky box.
This configuration allowed me to record regular TV signals or Sky.
You will need to turn everything on and set up the system. I think the sequence was as follows.
Press menu on the Beo4.
Select Connections.
Select AV(x) whichever Scart connection you used.
Select the appropriate Digital box. Mine was the Sky one. It should then work