This happened to us when we disconnected our DVR when we moved this summer from Atlanta to Kentucky. We have DirecTv, not digital cable, but the problem was that we previously had used channel 3 for input, but we now needed to use channel 4. If you haven't tried this, it may be this simple. Your instruction booklet for the DVR should come with a troubleshooting list of suggestions, as well.
It's hard to answer this question without a bit more info, but here's a few things to consider...
Most DVD recorders that rely on an inputted signal for recording will be expecting a standard signal from the aerial on the top of your house. Your unit probably has what is called a "tuner" inside it, which will take this signal and break it up into the channels that you expect to see. Your DVD recorder may also be able to populate a TV Guide function, tho this may rely on a digital signal in your area (and, of course, the tuner in your recorder being a digital one as well, meaning that you'd not just get the standard channels (BBC1, BBC2, ITV1, Ch4 and Ch5) but also the multitude of other freeview channels as well.
*deep breath*
Anyway, the signal that you are getting from your cable box, will not be the same kind of signal. With cable, all the channels are transmitted to your set-top box in a totally different way, and the set-top box will output, either by a standard RF cable (aerial-type cable) or via a SCART cable (big, chunky connector, about an two inches long by half an inch high). When this signal gets to your DVD recorder, it will be outputting *only* whatever channel you have the cable set-top box set to, and not a full signal for the tuner in the DVD-R itself to decode and work with.
You will probably find that if you are using a standard aerial cable to connect the cable box to the DVD-R, you will need to tune one of the channels on the DVD-R to be the same frequency that is being output by the cable box. You will then be able to use the DVD-R to record *only* whatever channel your cable box is currently set to.
The same applies for a SCART connection - with two differences. Firstly, you will probably have a better quality signal coming into the DVD-R (hopefully, anyway, because your set-top box will *hopefully* be RGB, as will the SCART socket on your DVD-R), and also, instead of a standard channel, the signal will be coming to your DVD-R on one of the channels named AV (depending on your DVD-R, you might just have one called AV, or maybe two or three called AV-1, AV-2, etc). However, you will still only be able to record whatever channel the set-top box is set to.
If you want to be able to use the DVD-R to record TV from any channel, you will want to look into having a feed from your roof-aerial connected to it. If you are with a company like NTL/Telewest/VirginMedia/Whatevertheyarecallednow, something that isn't terribly well known is that the wall boxes that provide your cable TV (or cable Internet) are also carrying a digital TV signal, and using a simple RF splitter you will be able to use this rather than a roof aerial.
This information also applies to Sky, Sky+ and Sky HD boxes. Please note that this info is based on the UK system. I can't really help with American systems, tho I imagine the principles are the same.
