Once, and if you have tried the following, then we can move onto troubleshooting, until then we can assume the problem lies at the UI level in the setup of the device for internet. If you have done these steps before just go over them again, just in case.
Step 1 - Connect your DIRECTV HD DVR to your router
Step 2 - Verify that you are connected
-Press MENU on your DIRECTV Remote
-Select Parental, Fav’s & Setup
-Select System Setup
-Select Network Setup
-Choose Connect Now
-Select Continue after successfully connecting to DIRECTV via the
Internet (See figure A).
-Select Done to complete the setup process
-If your DIRECTV HD DVR does not immediately recognize the network
connection, you will get the option to choose the connection method. Choose
Wired. Follow the onscreen instructions.