Mary,

I dont think so (I dont think its illegal). Sony Corp. of America v. Universal City Studios, Inc. 464 U.S. 417 , also known as the "Betamax case", was a decision by the Supreme Court of the United States which ruled that the making of individual copies of complete television shows for personal use does not constitute copyright infringement, but is fair use. The Court also ruled that the manufacturers of home video recording devices, such as Betamax or VCRs, cannot be liable for infringement.

From what I read however, a lot of networks are pissed about Tivos, DVR's, etc because they allow users to skip the commercials. There are some new services that will allow you to record shows digitally, then send them to your friends! I think there is going to be another huge legal battle like the Napster one, except for TV and video.