Your VCR only records analog signals*. So if you want to record a digital channel you have to first convert the digital signal to analog with a converter box, cable box, or satellite receiver.
For example, for over the air TV you could buy a cheap coupon type converter box that connects between your antenna and TV. You would set the digital channel on the converter and record the output of the converter on the VCR.
The VCR will only record a standard def version of the original hi def signal, so don't expect that great of picture quality when you play it back on your HDTV.
* There are some rare and expensive VCRs that can record diigtal signals directly, I'm assuming you don't have one.