all depends on who the provider is. some require additional payment to 'enable' it.
i have dish network
it costs 5$ or whatever to 'enable' it (this is what my buddy with dishnetwork says, i haven't actually confirmed this)
also, when you try to pull things off DVR that way, it goes through an encoder process, so its encrypted and you can't just play it on your computer.
you can, however, throw it on someone elses' DVR.
you can also take the DVR apart, use IDE/SATA cables to hook it up to your computer, and (depending on provider again) use certain programs to pull it off w/o it getting encrypted since (at least with DishNETWORK) it doesn't do the actual encryption until you try to pull it off the USB.