Connecting Via the Internet

I am trying to setup my DirecTV on Demand.

I plugged in an ethernet cable to the HD DVR Receiver, but I keep getting an error message.

My IP Address and Subnet Mask are "OK". However, it is saying the "Network: Coax Not Connected (9)" and "Internet: Not Connected (13)".

I unplugged the ethernet cable, and plugged it into my computer, and the internet is working fine on here. What do I need to do??

My HD DVR Receiver model number is HR24-200. Please help me!