The first step is to be able to get the desired video on your PC so you can use one of many capping methods. I use a PVR but there are many video boards with built-in capability. If you can't get HD video broadcasts I wouldn't bother since standard definition doesn't cut it these days. This is my method: I record to my HD DVR first because I can save up to 40hrs of shows. Recording straight to a PC takes up way too much storage space. Then I decide what I think is worth capping from one or multiple shows. Since I make videos I transfer the segments of a show to my PC for video editing. You can do the same to make just screencaptures or you can cap straight from the playback on your DVR or HD source. I make all my caps manually using easycapture http://easycapture.en.softonic.com/ because I like to get the exact picture I want. Some folks use use programs that automatically make a bunch of caps and then they sort through them for the best.
When you have your caps then you need to upload them to a file hosting site like ImageBam, etc. Once there you copy the caps, paste them here in a post and presto!