I just configured my Live TV/DVR service yesterday and had this same question so came searching on the forums for answers. I too saw the setting that OttoKerner suggested above under advanced options for the recording(auto delete after watching or the Keep only shows in last X days etc), but it seemed to me that it was on a per DVR recording setting and not a global setting. I will need to check this when I get home to confirm if adding that setting to the recording itself had an impact on my TV Shows library.
Edit: Got home and added picture of the setting within the recording itself.
This did not have any impact on my TV Shows library (AFAIK)
