I saw this myself. When I tried to watch a recorded show it gives me a Failed to Load. From what I see, you need to sign up for Direct Tv's WHOLE HOME package ($3 per month) this authorizes your DVR to share files. I understand that this is meant to work with homes that have multiple DVRs. You are supposed to be able to share shows between boxes.
I don't know if the Asus Transformer will actually be able to play these files even if you sign up for the service
I'm hoping someone more courageous than myself and post their results here