It's not difficult... I did it with my SNES before. I'm not sure if the connection is the same for Dreamcast (SNES used the little RF thing that was a little circle with a pin in it). If that's the case, you only need to plug that into the TV tuner card and you're set. If it has those audio/video colorful cables, you will need to buy an adapter or buy the special RF connector version (I know they have one for Playstation).
-Warik