On the rear of your DirecTV DVR, which connections are using to connect to your TV?
If you have the SVHS connected to the TV, then connect the composite video to the Toshiba DVD recorder. If you have the Red/White audio leads connected to the TV, you will either need an RCA lead splitter (RCA to 2xRCA) or watch the Direct TV DVR through the Toshiba. In this case, you can try hooking the DirecTV box to the Toshiba DVD recorder using the SVHS and L/R audio cables and then connect the Toshiba to the TV using its SVHS and L/R audio outputs. To watch the DirecTV this way, the DVD recorder needs to be set to the video input the DirecTV is connected to.
If your DirecTV box is connected to the TV using HDMI or component and your TV is a HDTV set, this may make it a little more awkward to use your Toshiba DVD recorder with it. I’m not sure if the DirecTV will enable its SVHS and Composite outputs when watching HD (since we don’t have DirecTV here in Ireland), so if you hook up the SVHS to the Toshiba and get no picture, you will need to set the DirecTV to output a standard definition mode (or disconnect its HDMI and power off/on the box) to be able to record from it on the DVD recorder.