RF connections are definitely susceptible to Macrovision copy protection (in the case of VHS -> VHS at least).

It is possible that plugging your DVD player into an RF modulator would work since there are many old VHS decks that don't get affected by Macrovision for whatever reason. Every Betamax deck I've ever come across also doesn't care about Macrovision. So, just use a nice, huge Betamax deck as an RF modulator and you're good to go.
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-Rob Riccardelli
80GB 16MB MK2 090000736