In all of my years of using a Media Center computer as a PVR (I think I'm in year four now), I've been fortunate enough to have never seen this message before:
That's what you see when the broadcaster decides that they don't want you to be able to record the TV show - and for me, that means I don't watch it (live TV sucks). Seeing this once on a TV-broadcast movie isn't very consequential to me, but if I were to start to see it regularly, I'd suddenly start to wonder why I was paying for cable. Have you been bitten by the broadcast flag? If so, how much of an issue is it for you?