"record from the DVR Playlist, it doesn't record on VCR."
Almost all DVR copy protect that signal with macrovision or "other" to stop what you are trying to do. I can't know if your model has this or not but 99.9999% of DVRs implemented this for fear of someone getting a Pay Per View onto tape or dvd.
I have my Toshiba TV, DVR Plus from DirecTV, VCR, and stereo hooked up and they all work together but when I try to record from the DVR Playlist, it doesn't record on VCR. It must be a little somthing that I lack in the hookup. What is it?