I think there is are usb slots on most boxes, I just don't know for sure if you can use it to store recordings, and if you can whether you can watch the recordings on anything other than a sky box.
I presume so. You can record wrestling events to video, just not DVD, but as far as I'm aware everything else on skybox office is protected. The stuff that airs on all the channels are as recordable as any TV programme.
If you have a sky hd box and it's connected to the Internet I'm pretty sure...
http://forums.digitalspy.co.uk/showthread.php?t=1647887
Of course, there is always the old fashioned VCR or less old fashioned but still now probably outdated DVD recorder.