Orange Recording Light

I just upgraded to HD DVR and my Orange Recording Light comes on whenever. This has been going on since I upgraded on 9/28/10.

NO ONE at Direct can fix the problem nor will they give me another HD DVR box. I just paid $99.00 for this box that DOES NOT operate correctly.

It goes out when I turn the TV/DVR off, BUT the minute I turn them back ON the light is on. There are NO programs to be Recorded.

What Should I do???????