Any way to transfer my saved DirecTV shows not in real time?

My DirecTV DVR is getting pretty full, but I don't want to lose Games of Thrones of Doctor Who. Seems the only way I can save these it is to play the shows and record them on my recording DVD player directly onto discs, in real time. The DirecTV guy said that he added an extra hard drive to store his archived shows, but it would't that void the warranty? (TiVo doesn't work with DirecTV)