I guess you are trying to use the the PEN drive on the TV. In that case, I need to bring to your attention that the option of recording a TV show will only work if you are getting the analog or digital signals directly to your TV. Your case seems to be entirely different.
Since you are using a DTH service, the above procedure would not work. As for the Videocon D2H. you will need to have a HD Set Top Box for the purpose of recording the TV content. If you are using the HD box, make sure the box has the USB port for connecting the pen drive. Once you confirm the same, subscribe for the recording service by calling up the customer care. Once the service is enabled on your account, you can connect the pen drive and schedule the recording through the Guide menu on your set top box. Please note that the service is charged at Rs. 30 per month. Also you can record only one channel at a time.
Another alternative would be to opt for the HD DVR box from Videocon D2H. It lets you record two programmes from two different channels at a time. Besides the service will not attract any subscription charges.
Live....and Let Live!