The trouble is that you used to use the built-in tuner inside the DVD/VHS recorder to tune in the channel. This is now done by the digital box.
The output of the digital box is one channel only and not a bunch of channels (it's already been "tuned" to a channel").
So you can't "tune in" on a specific channel anymore on your recorder.
The best you can achieve is indeed record the channel that the box has been tuned to (scart out of the box to the scart in of the recorder).
This is one of the main reasons i still don't have digital cable myself.
In some occasions the analog signal is still transmitted over the cable. In that case you need to set up a splitter first, then give one signal output to the recorder and the other to your digital box. This way you can watch digital channels via your digital box and record analog signals using the built in tuner of your recorder again.