I saw something similar on a satellite forum. That person had this happen feeding a TV using the HDMI cable from his satellite receiver. This is what he saw on the TV:
"Your TV does not support this program's content protection. Replace the HDMI cable with component cables...".
Someone's response was this:
"The movie studios are starting to insist that the providers use the HDCP copy protection system when delivering signals over HDMI, and you can expect to see this happening more and more on PPV and premium movie channels."
It's the first time I've see a report of this.

I'm not taping from PPV or premium movie channels, just regular cable channels.

Almost all the time I'm taping from one channel; the message doesn't always come up.

Some days the shows tape, and other days they don't.

I thought it was something I did wrong; looking at other forums, seems like a lot of people have this problem.

simple solution, hook the HDMI cable to the TV but use the compenent cables to feed your VCR. i know this works on my setup at home. the HR21 HDDVR i have from directv feeds the RCA/Coax/HDMI outputs all simultaneously.

i also have my compnent outputs feeding a 2nd tv in another room, it works great, you just have to watch teh same things at both locations.