The first thing to do is to try and find the request that you made. If you don't see the record request in your Playlist, you should look at your To Do list. It could have not recorded yet and then would be found there. If you can't see it there, check your History list, which is in the same menu area as your To Do list. If it is there, you might get an indication of what happened to the request - often with a "Failed" message in the right hand column. Selecting the recording will give you more information as to why the request failed. If you do not see it in your History list, you probably sent the request to another DVR that you have. Check your other DVRs and see if you can find the request there. Confirm that the DVR access card number that the request was sent to matches the DVR that you think you sent it to. If you did send it to the wrong DVR, you might want to relabel your DVRs in your My Equipment section at directv.com, so that you know which DVR you send requests to.
If none of your record requests are being received, it's recommended to reset your receiver. You can do this by pressing the red button on the front of your receiver behind the panel on the bottom right corner on the receiver.