The IR/RF options are set by device in URC's world. You were able to route the cable box to RF because it was already in the library but to which device "group" did you learn the DVR commands to?

One of the things you could do is create another device with is the DVR and learn all of the codes into that one and route it to RF. You can set it's IR port the same as the Cable Box. Then punch through your channel buttons from the cable box device.