Let it go for a day or 2 again and just check your wiring again. THEN, re-read what you need to do to record per the instructions. Perhaps, JUST perhaps, you missed something.
FWIW, as I mentioned, you have the same setup as I do at home. My VCR has to be on Channel 4, the TV has to be on Channel 4, the Input has to be CATV. I haven't re-read anything but can you PLAY a tape??!