"HD protection" means HDCP is in use on the video feed you're trying to record, and it's purpose is to prevent recording (weak protection against Blu-Ray copying, but looks like it didn't make a big difference when we look at how many perfect-quality BD rips are out there on the internet).
One solution would be to try to find modified firmware for your HD PVR that cracks the HDCP protection (I'm pretty sure it has been broken already like every single copy protection attempt made so far), but that's hard and such firmware may not even exist - you may have more luck under Linux if your PVR is supported and you can dump the raw HDMI data and do the actual cracking on the computer itself.
Another solution would be to use SCART as your say, but it is analog and has a very low resolution compared to HDMI - however you want to use a SCART->HDMI converter, these devices most likely exist but they're expensive, it would be way cheaper to buy an analog capture card (equivalent of your HD PVR) and use a passive converter to convert the SCART into something accepted by that capture card (most likely RCA or S-Video).
The best solution would be to completely get rid of the set-top-box and use the computer instead, if it uses standard TV signals like DVB, you can buy a tuner that will allow your computer to act as the set top box and receive the TV signal. If the signal is encrypted it's still possible if your set-top-box uses a conditional access smart card which can be used on a computer without any problems.