No sound during show, just during commercials

I am a new subscriber to Cox Contour.  I'm recording the Dan Patrick Show on NBCSN in the mornings from 8-11.  When I get home from work to watch the show, there is no sound.  There is sound during commercials but no sound during the Dan Patrick telecast.  Seems odd that the only thing I can hear are the commercials.  Am I doing something wrong?  Can something be done?  Thanks