I have the same issue.....although some tv shows work and some don't.  I was told that some TV signals (especially during prime time) have a block in them to not allow the show to be burned to DVD.  I tried the show Vegas, but it doesn't work....another shows...no problem.

I talked to Dell, Microsoft and the Sonic / Roxio support and they gave me the company line - why don't you reinstall XP (and lose all my settings and added software on my hard drive).  Needless to say, I was not excited about that.

Before taking such drastic action, I decided to uninstall My DVD Sonic software first and then reinstall it with the Dell CD.  That solved my problem.  Since then, I have been able to create DVD's both ways.   Apparently, I had a different video capture device attached to my PC which had a different version of MYDVD overwrite my OEM software when I installed the hardware.

I have not encountered any shows with a block yet, although I don't have HBO or any other movie channels which are apparently more aggressive in that area.