The DIRECTV remote has a red button and an orange (R) button.
You probably figured out in the first week you had DIRECTV service that the red button doesn't record, even though, well, pretty much every other remote in the known galaxy uses the red button to record. But that's the way it's going to be, so that's the way it's going to be.
The red button is a leftover from the days when DIRECTV remotes had colored buttons. Colored buttons were, and still are, a big part of European TV. The thought was clearly that they would be here, too. So, DIRECTV receivers in the mid-2000s had red, green, yellow, and blue buttons. The yellow, green, and blue button functions have been taken over by other buttons, but the red button became very popular for its use in DIRECTV's scoreguide. So, when the time came to revamp the remote, to make it easier and get rid of unused and confusing buttons, the other colors left but red managed to stay.
It does take a little getting used to, but it helps that the (R) image on the record button is the same graphic you'll see on a program that's set to record. It helps it get reinforced in your mind.