If you have the TV Hub, which is now the only box TalkTalk provide, there is no recording function on this box.
If you have an earlier NetGem 4k box, you need to insert a usb into the back and then you will be able to record.
I'm guessing from your query that you have recently received the box, so its most likely be the Hub, which as I've said is non recordable.
Was this in replacement for an older YouView box? If you still have this, you can continue to use that in tandem with the the new Hub. These boxes are though approaching end of servicable life and some apps no longer work, and hard drives are failing. How long these last vary so you can continue to record until the drive fails.
Hope this helps.
From the 29th of March our TalkTalk Community will move to peer-to-peer support and the TalkTalk team will no longer be here to support with queries. Don’t worry we still have plenty of ways to reach out if you need to speak to TalkTalk directly. For more details check out the link here:
How to contact TalkTalk Broadband - Help & Support.
