This all depends on what type of DVD player you have, but some of them actually have 2 sets of A/V Cable jacks. Those are the red, yellow, and white wires that you connect your Playstation to the TV with. You connect your satellite box to your DVD in one of the IN slots, of course following the same colors (red in red, yellow in yellow, etc.) and connect your Playstation in another one of the IN slots. Then, connect A/V cables from your DVD player's OUT slots to your TV IN slots.
If you only have 1 set of A/V Cable jacks in your DVD player, you will have to disconnect the satellite TV's cables from it, and replace then with the Playstation's every time you want to play.

