If you have a set top box only, PIP (Picture in Picture) works partly. As set top boxes unscramble one channel at a time, you cannot use PIP to view two separate satellite channels or HDTV channels simultaneously.
However, you can use other sources for PIP, such as a VCR or DVD player (eg. watch a digital satellite channel on your main screen and a DVD movie in the PIP window).
If you have both satellite and standard cable service or satellite service and an outdoor antenna, and you hook the satellite output and the cable or antenna output to different inputs on your TV, you may be able to use PIP to watch a satellite channel and a standard channel.