HD PVR Plus models 9200 and 9242, and PVR model 5200 allow you to record two programs simultaneously while watching a third program that you have previously recorded, if your receiver is operating in single mode.
HD PVR Plus models 9241 and 9400 allow you to record two programs while watching a third program that you have previously recorded.
PVR models 5100, 5800 and 5900 do not allow you to record two programs simultaneously. However, they allow you to record a live program and play back another program that you have previously recorded.
To find the specific steps for your receiver, consult the user guide for your model.
If your receiver cannot record two programs at once, you can use network time shifting. If two shows you want to record are broadcast live at the same time, you can record the first program in your own time zone and record the other program in another time zone.