Some things need to be cleared up first:
1) You said that you don't have a Direct TV receiver
...without one you won't be able to get Direct TV Audio (I assume that you want the CD channels). And a VCR won't control SAT channels.
2) You said the cable (coax) was coming from the wall jack...do you have a dish??? I'm thinking that what you have is the cable line...not a SAT line...if that is the case then you have cable not Satellite.
3) For the remote issue...just but a low cost universal remote, like this:
http://www.partsexpress.com/pe/psho...tnumber=182-200
Then you will be able to control the VCR
4) In your second question you can use this:
http://www.partsexpress.com/pe/psho...tnumber=180-970
It will convert the analog audio from the VCR to a digital signal (either optical or digital coax)
We need some more info to help you out, especially regarding the Direct TV issue.
Hope I helped some.