The channel/service you are using to watch the tv show has to be Dvr capable. That is, you have to have dvr service included in your package with sling or whoever you signed up with. For example, I have dvr service with Xfinity TV (not to be confused with Xfinity Cable TV) so I am able to dvr a tv show if I want to. I simply navigate to the tv show schedule and select record using my Roku device. You may have to do more clicking to find the on screen menus for recording the tv show, but you can do it. Hope this helped.