I recently purchased the same card knowing nothing about tv-tuner cards and linux.
I had a rough time setting it up and at one point I almost returned the card thinking it was a bad buy.
I'm glad I didn't because the card works nicely with my setup.
Here's what I did
I copied these files
you can get them from here http://www.steventoth.net/linux/hvr22xx/firmwares/
just look through the folders and you'll find them.
reboot and they should load.
you can check with
dmesg | grep saa7164
this is my output
[ 23.126026] saa7164 driver loaded
[ 23.126116] saa7164 0000:05:00.0: PCI INT A -> GSI 16 (level, low) -> IRQ 16
[ 23.128214] CORE saa7164: subsystem: 0070:8851, board: Hauppauge WinTV-HVR2250 [card=7,autodetected]
[ 23.128224] saa7164/0: found at 0000:05:00.0, rev: 129, irq: 16, latency: 0, mmio: 0xfd800000
[ 23.128234] saa7164 0000:05:00.0: setting latency timer to 64
[ 23.305001] saa7164_downloadfirmware() no first image
[ 23.305024] saa7164_downloadfirmware() Waiting for firmware upload (NXP7164-2010-03-10.1.fw)
[ 24.346108] saa7164_downloadfirmware() firmware read 4019072 bytes.
[ 24.346113] saa7164_downloadfirmware() firmware loaded.
[ 24.346129] saa7164_downloadfirmware() SecBootLoader.FileSize = 4019072
[ 24.346136] saa7164_downloadfirmware() FirmwareSize = 0x1fd6
[ 24.346139] saa7164_downloadfirmware() BSLSize = 0x0
[ 24.346142] saa7164_downloadfirmware() Reserved = 0x0
[ 24.346145] saa7164_downloadfirmware() Version = 0x1661c00
[ 31.208034] saa7164_downloadimage() Image downloaded, booting...
[ 31.312020] saa7164_downloadimage() Image booted successfully.
[ 33.436032] saa7164_downloadimage() Image downloaded, booting...
[ 35.308041] saa7164_downloadimage() Image booted successfully.
[ 35.352417] saa7164: Hauppauge eeprom: model=88061
[ 35.961461] DVB: registering new adapter (saa7164)
[ 38.890487] DVB: registering new adapter (saa7164)
[ 38.891328] saa7164: registered device video0 [mpeg]
[ 39.122255] saa7164: registered device video1 [mpeg]
[ 39.332681] saa7164: registered device vbi0 [vbi]
[ 39.332747] saa7164: registered device vbi1 [vbi]
I've used both the analog and digital parts of the card but at the moment I'm only using the analog side because my cable provider only gives me what I'm currently paying for via analog.
I'm sure you already know this but
ivtv-utils and vlc are great tools for testing and debugging