If you have the tivo to go functionality, all of this becomes very easy to do. It allows you to move the fiels over to your computer. Then, if you go to the tivo site, you will see that they are helping to market the Sonic MyDVD software so that you can then burn the movies/tv shows/what ever it is you watch on tv over to a DVD which is viewable in any DVD player.
I would think that if the Tivo website is advertising this, it is anything but piracy to move it to the DVD.
It is what you do with it after you put it on a DVD that could make it piracy. If you are doing it so that you have a copy of a movie for your own personal collection, this is not piracy. I just made a DVD of a movie off of my tivo and feel 100% confident that I did absolutely nothing wrong.