Mine always set up themselves for me - but this requires a couple of things first.
1) If you haven't already, see if your tv is supported. If its not supported, create a device template for it.
2) For your source equipment (I.e. satellite box etc..), see if it is supported as well. If its not supported, create a device template for it as well.
The goal here is just to get your equipment recognized by LMCE as devices.
3) Reload your router (lets make sure LMCE is aware of your A/V gear)
4) On your on-screen orbiter (UI2) - in the right-most menu, select the Setup Wizard
5) choose the media setup option
6)Now you can select your TV from the setup wizard, select your input device (I.e. satellite box)
7) it will also ask you what inputs your gear is connected to. Filling this out causes everything to be set up automatically. This is where you pretty much say "My satellite box is connected to pvr card X on input Y"
Another screen will let you fill out information for each of your devices that will receive broadcast media (like the satellite box I've been using as an example). This is where you can tell LMCE your schedules direct information for program guides, etc.
Thats it. I have done this several times, and it does a great job of setting things up for you. Just take your time, and read each screen carefully and follow the directions. Any questions and you could probably pop into IRC (#linuxmce on freenode.net) and have someone help walk you through it.