iGirl: There are a number of ways to do this. Let me list a few…
The most convenient solution is a TV tuner, such as the WinTV-USB2 family of products from Hauppage . Plug the tuner into your computer’s USB port, and plug an antenna or cable box into the tuner.
Tuners typically include software and a remote control. Some even have personal video recorder (PVR) functions so you can record shows to your computer. The many different versions of WinTV include a variety of features and can be found from about $60 to $150.
If you only want to watch specific shows on your computer, this page on Microsoft’s site explains how to bring TV shows from a Media Center PC to a laptop computer by burning them to a DVD or copying them to the computer’s hard drive.