said by montrealboy : in USA u cannot buy your own cable box and have it activated. in canada u can.
You may not be able to buy the "cable box" but you can buy a TiVO or MOXIE which will provide the DVR function (with the rental of a cable card for $3.99 / month) less VOD, widgets, etc. Guide info is typically better from TiVO and they now have a 4 tuner unit (instead of having to rent 2 DVRs).