Well with only one AV input on your TV you're pretty well stuffed unless you get a AV switch.
Plug the TV antenna into your RF input on your DTV set-top box
Plug the RF out of your DTV set-top box into your RF input on your VCR.
Plug the RF output on your VCR into your RF input on your TV, and tune your TV to receive your VCR.
Plug the AV output on your DTV into one of the inputs on the AV switch.
Plug the AV output on your VCR into another input on the AV switch box. Also get a mono-stereo adapter that will pump the mono signal (from the white connector) into the both audio inputs on the switchbox.
Plug the AV outputs on your DVD to another input on your AV switchbox.
Plug the AV output on the switchbox to the AV inputs on your TV.
Now, you select your TV to AV mode and by switching the various inputs you can get your DTV, VCR and DVD. Also, you can get your VCR via RF by tuning your TV to the VCR output frequency.
AV switchboxes usually have 2, 3 or 4 inputs and one output. On some units you need to manually press the button for the input you want and more expensive units can be remote controlled, thereby allowing you to fester on the lounge and do everyhting with all the various remotes. Next thing is to get a sinlge learning remote that can do all the things you want with a single remote.
The red/white connectors are audio and the yellow connector is video.