What the hell?

WTH, indeed!
I set it to record "Fringe" and "The Mentalist" and then turned it off. I switched to the TV mode and watched "The Biggest Loser" via rabbit ears.
After 10 p.m., I returned to my DVR and checked my DVR cache thinking I'd play "Fringe". Only "The Mentalist" recorded. I checked my "scheduled recordings" and saw that the 9-10 p.m. block was set to record on the Fox channel, but it was then around 10:15 p.m. and nothing had happened.
I don't know whether there was a glitch in how I set it up, or in the way I turned the DVR off after setting it up (I'd actually set the recordings a few days ago). Possibly, I may have needed to leave the DVR on while changing the signal I was viewing. I just don't know.
Live and learn. And hopefully not get burned.
One possibility: When I have two shows on two channels scheduled to record but am watching another, third, channel, the DVR requires me to choose one of the two programs I am trying to record...OR, it will cancel one or both. I generally select one channel, and then change the viewing mode to TV while the DVR remains on. Last night, I figured that if my DVR was turned off when the recording began, all would be well. However, it might have been necessary for the DVR to have been on one of those channels before I turned it off.