If you're on the older software, click the INFO button. On the left side of the info screen about 2 or 3 icons down, you'll see an icon comprised of 4 or so small dots, one or more which may be red. Arrow down to that icon, and you'll see the channel each tuner is recording and you can then right arrow over to that list and arrow down to the tuner/channel you want. If any of them are red, they're actively recording/saving the program. If they're not red, they're still recording, but just buffering.
Again, this is the older interface. I'm sure there's something similiar in the newer interface.