I know the monitor I have has a VGA, DVI and HDMI input. With this, I can use a standard HDMI cable. If you don't have an HDMI equipped monitor, but has DVI, you MAY be able to get an HDMI to DVI adapter. I say MAY because depending on the type of DVI connector, they don't all accept a digital signal - some DVI ports are analog only.
The only way you can connect your PVR directly to your PC is if you have a TV tuner in your PC. A standard NTSC tuner will give you SD quality. You will need to connect a Hauppauge HD PVR to the component outputs if you want HD quality.
You can connect an HDCP-compliant monitor as secotton said. If you don't have an AVR for audio, you can connect a pair of PC speakers to the RCA outputs on the PVR using an "RCA to mini-plug" cable.
I have an LG Monitor, with 3 entries, my pc video card is connected to the Monitor via DVI cable and MY HDMI entry is free. So I can connect the output of the Bell box Hdmi to the monitor hDMI directly. thanks