What is the model number of your DVR? All Directv DVRs output a signal on all outputs simultaneously. You'll need to connect video and audio (what type depends on your DVR model) cables from the DVR to the DVD recorder. You'll need to playback the program while the recorder does it's work.
Use the TV's Input/Source Selector Function to switch between the DirecTV receiver and VCR/DVD Recorder. To record on the DVD/VCR Recorder, select the DirecTV Receiver/DVR Input on the recorder, set the DirecTV Receiver/DVR to the channel to record (or play a recording to copy on a DVR), and start recording on your DVD/VCR Recorder.
*The views and opinions expressed on this forum are purely my own. Any product claim, statistic, quote, or other representation about a product or service should be verified with the manufacturer, provider, or party.