This is a process that sounds complicated, but isn't in the doing of it. First you will need to purchase a transmitter. From there, follow the product instructions.
Wireless headphones usually sync with either your TV or DVR box. It's blue tooth technology allows you to use the headphones wirelessly as you are using the DVR system.
Your DVR may not be compatible with headphones, but check to see if there is a headphone jack on the box that you can plug into. You also may be able to plug into the TV you are using.