I do it regularly on my Pioneer 810, which has the burner in the TiVo. There are, however, some programs which will not record. Usually, I delete it and wait for another airing. So far it has always recorded the second time. For some reason the thing just "picks" some programs it won't copy. . .
Why don't you try recording something else from HBO and see what happens? Be sure to look for another airing of the program you wanted to burn and try again.
If we do not stand up for that which we believe then none will know what we do stand for, eventually not even ourselves. -Laurie Sherock