I had the same problem when pressing blue & red buttons - downloaded 'Jack the Grabber' and 'VLC media player' and recorded ok. The only problem is that the only version of JTG is in German and takes a bit of playing around to work.
It's also possible that your mount isn't working correctly, and that you're essentially trying to write to the box's internal memory.
To check if you mount is working at all, try and put a dummy file in your shared/mounted drive on the PC, it could be an MP3, but anything will do. Rename it to pop.ts. Now go to Movie Player on your Dbox, select Play TS, and if you can see the pop.ts file, the mount is working. If that's the case, make sure the Dbox has full permissions in the shared folder on the PC. Which OS have you got?
If you can't see the pop.ts file, your mount isn't working, and you need to go back and see where you messed up.