You cannot download recordings (service available in Switzerland), but you can add your favorite shows to your own private list of recordings.
In order to add your show to your own recording list, navigate to the show you want to record. You can save the recording directly from the player or from the program guide:
Select the show you want to record and then press Save. You can only records listings from the past with a Premium subscription. With this subscription, you can save up to 500 recordings, which will remain in your archive, as long as your subscription is active. Below you can also see, how to access your recordings list: