You are on the right track, you just have it slightly backwards.
Lets take, for example, your Soft66 SDR. It can tune from about 2 MHz to about 30 MHz. It can display an instantaneous bandwidth (IBW) of something less than 190 kHz, the exact IBW will depend on a couple factors, but primarily on your soundcard performance. Lets just call the IBW 150 kHz for this example.
So, using the Soft66 you can slide this 150 kHz IBW from about 2.5 MHz to about 30 MHz. But, there are lots of signals of interest above 30 MHz.
You could build receive converters to "convert" the 2.5 to 30 MHz range to any other range you wanted. For example if you built a converter that stepped the freq up 30 MHz you could tune to 32.5 to 60 MHz, the basic range of the Soft66 plus the 30 MHz. Another converter that stepped it up 60 MHz would allow the Soft66 to tune 62.5 to 90 MHz. And so on and so forth. But this gets tedious and cumbersome pretty quickly.
Another way to do the same thing is to get a radio (such as the PCR1000, but many others could also be used) that already tunes the range you are interested in and use it as your converter. This is particularly easy to do if the radio you select has an intermediate frequency (IF) in the range that your SDR can tune to. A superheterodyne receiver (the most common type) does a lot of this "converting" in its normal operation. If you want to tune, for example, to 122.5 MHz a mixer is used to combine the Local Oscillator (LO) of the superheterodyne receiver with the radio frequency (RF) of interest, the 122.5 MHz. The result of this combination is the IF, say a RF of 122.5 is put into a mixer and an LO of 133.2 MHz (or alternately 111.8 MHz, the LO can be either side of the RF) is also put into the mixer, the difference between them is 10.7 MHz, so this would be the IF (and also other frequencies in combination, but lets just worry about the difference, not the sum). Many radios have an IF of 10.7 MHz (but there are many other IF frequencies used also), and that is within the range of the Soft66 and many other low cost SDRs.
If you then brought the 10.7 MHz IF to the SDR the SDR would be able to display its 150 kHz IBW centered around the frequency the traditional radio is tuned to, in our example 122.5 MHz plus and minus 75 kHz. You would leave the SDR tuned to 10.7 MHz and tune the radio to shift the 150 kHz window around, using the demodulation, filtering capability, and record capability of the SDR to augment the tuning range of the traditional superheterodyne radio.
Some radios are made with the IF brought out to the back panel of the radio for applications similar to this. In those cases all you do is plug the SDR into the IF port (assuming the IF is within the range tuned by the SDR). In other cases you must bring the IF out yourself, provide the cable or connection to connect the IF with the SDR, this is referred to as "tapping the IF".
In any case the signal goes from: Antenna --> PCR1000 (or whatever radio is used) --> out the IF port --> SDR input --> Computer.
Hmmm ok thanks for that Token, i really appreciate your explanation, its really helpful especially being a newbie to the technical side of SDR's. Just one question...i just wasnt sure that even though the SDR tuned from 2 to 30 mhz that i could recieve what the icpcr1000 tuned to..And just assuming when i tap the IF out to connect it the the antenna in connection.