Whenever I turn off the tv and the DVR, the tv will come on again almost immediately after pressing the power on the remote. The TV then shows that screen saver message about pressing Menu. This happens both when I use the remote and when I turn the tv off at the actual television. After several tries, it usually stays off.
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Look for an option called HDMI CEC or the like in your TV settings.
Turn that off.
This is an excellent tutorial on the subject of HDMI CEC
Thank Rob for an excellent and concise answer.