Aristocrat is right, you can't do it.
Yes you do need a Sky+ to do it but this isn't just some scam by Sky, a Sky+ box is something quite different from a "normal" Sky box.
A Sky+ box is pretty much two "normal" Sky boxes and a HDD recorder all popped inside a single box.
A normal Sky box has one cable coming in from the satellite dish and then one cable going out to your TV, that cable outputs what the satellite dish is receiving. Your HDD box latches onto that single TV cable and records what comes out of it, you've only got that one cable coming out of the Sky box so you can't be watching something other than what you're recording.
With a Sky+ box there are two cables feeding satellite signals into the box and the one cable coming out of it for your TV. The TV cable can either show exactly what is coming in from one of the satellite cables or something that has been recorded. Meanwhile the HDD recorder inside the box can be busy recording what those two satellite cables are pumping into the machine.
So that's why you can record two things at once and watch something you recorded earlier, both satellite cables are "plugged" into the HDD and recording while the TV cable out of the box is playing something else from the HDD.
So, um, yeah, that's why there's a lot more to Sky+ than simply a Sky box and a HDD recorder. It really is quite clever