Hi Maryston,
I am sure you know what you mean, there could be a couple of reason's, first one after you press record because you have had enough are you then just changing the channel or turning the box off, if you are just changing the channel then there shouldn't be a problem, if you are turning the box off and it's set to eco mode then that would be like turning the box off at the plug, best to have the main box set to fast start or active start and don't turn off at the plug.
Another reason could be that the film you are watching is split into 2 episodes on the TV guide, some channels have a entertainment news or something inbetween the 2 parts of the film, if this is the case when you press record set a series recording then it will record both parts.