I used to do this with Shaw but back in the days of standard definition. Since then I've moved on to using a silicondust HDHR and a small $15 antenna in the attic in combination with internet sources.
I tell you this so you understand that while I understand the concepts and indeed have experienced all the little niggles, my knowledge is out of date by quite a bit and I have 0 desire to subject myself to the second job that is capturing television from a cable box any more if I can help it.
Here's a quick rundown though --
The basic concept is you buy a device something like the Hauppauge
HD PVR 2 .
You use that to capture the video from your cable box. In addition your computer will need to control the cable box (on, off, channel, etc) you use what's called an IR blaster to do this.
First, your task is to connect your PVR backend to your cable box. Don't even think about XBMC yet. You'll want to discuss this stuff on the forum for that backend (not the subforum here, you'll be going into way more detail).
If Windows MCE supports using the HD PVR then I would guess that would be the place to start. If not, then in order, Mediaportal, or NextPVR/Argus.
I'm suggesting MCE because it probably has the largest install base, best out of the box ease of use, and then if you need the others I would suggest choosing by relative install base (ie; do they have a big forum with lots of activity where you can get help?)
Now, there's a couple of caveats. I have heard of devices that can take a card from the cable company and so you don't have to capture from the set top box. But I'm not aware of that being possible in Canada. Another alternative is i've heard of set top boxes that could be accessed through Firewire or some other method and control and receive video through that. Since I don't even have Shaw any more, I have no idea how open or closed their current boxes are. As far as I know that was never possible on their old boxes either, at least the ones I had.
Good luck
EDIT: I just checked and that HD PVR 2 is currently not supported by Windows MCE, so I wouldn't recommend a Hauppauge product in that case. I'm not sure what brand people are using these days, sorry. Also, for sure no cablecard in canada and not from shaw.