You should have an RF out 2 connection which should be a standard aerial connection. You may need to find the RF settings in the set up and make sure they are switched on.
The only logical explanation is that the recording mechanism on the box is knackered, but in my experience sky problems & logic don't go hand in hand.
On a sky+ box you have 2 cables from the dish to the box, 1 for watching sky and 1 for recording/live pause etc. Go to services/sky setup and...