I would like to set schedule record events for ProgDVB from outside of ProgDVB so I can use a UK TV schedule application ( DigiGuide.exe ) to set record events for ProgDVB to obey.

Is there a way to do this via SendMessage or VBScript or even DOS ?

If not, is it possible to write a module to interface with the ProgDVB scheduler and if so can someone give me some pointers on how to start such a module.

ProgDVB can be controlled from command line.
Look at menue item Settings --> Controls

Will the commandline allow it to be started stopped, channel change with another commandline execute?

Can I turn off the menus and only see the playback windows?

I may want to run the tv inside anothet application shell! Will that work?

I think it is impossible.

Did you look at the "controls" list, as recommended right above?
Did you try to set ProgDVB to TV window mode?
Moved and resized that window?
Did you take a good look into ProgDVB.ini, after changing some basic settings like this?

Of course, you should not really be astonished, Prog does not actively support your idea.
But finding out on your own may be an option for you...