We finally have a DVR (Charter cable service). I installed in on Tuesday and then had it record "The Voice" (a live show that had started a few minutes prior to recording, if that makes a difference) as a test. Last night I went to watch it and the commercials were also recorded. I thought DVRs skipped commercials. Am I wrong? Did I fail to do something correctly?
You did fine. DVRs record commercials. They record whatever is aired on the channel you select at the times you choose--commercials and all.
I googled and it appears that Dish Network has a DVR that will allow you to skip commercials.
You should be able to fast forward through the commercials.
If you have On Demand, where you can watch from a library of past shows, sometimes there are no or fewer commercials with these shows. Sometimes you get the exact same commercials as when the show aired live. Sometimes you can fast forward through the commercials and sometimes you can't.