To clarify: what it's doing is using "unused" capacity on the RG6 to diplex the UHF/VHF signal which has been "combined" with the splitter with the inbound RF from the LNBFs. It's then "un-diplexed" by the other diplexer and then "unsplit" by the splitter. Maybe someone with more signals experience can tell me why you'd need a 15 db attenuator, but I have a feeling it's something to do with distortion of the RF signal.
This diagram probably wouldn't work if you had a directv HD system, since that "extra" capacity is used up now by the Ka-lo satellite signal.
If you do this yourself, I HIGHLY recommend using quality compression connectors on all the cable splices. That diagram looks like a surefire way to dork up your satellite signal if not done right.
editagain: Also, it makes a difference if you have a DPP or a DP lnb. If you have a DP, you will have two cables going to the DVR instead of 1 (or, if it's not a DVR, you will probably just have one). In the case of two cables, just pick one. In the case of one cable, just ignore the DPP separator.
editsomemore: Do you have the two connected via a dedicated RG-59 or RG-6 cable? If so, you can probably ignore the diplexers, and just use the splitters and attenuator as in the picture I attached.