LG magic remote and Cox cable box

I have an LG smart TV with the Magic Remote and a Cox DVR.  I recently had to get a new DVR and ever since the TV and VCR turn off at the same time, but when I turn on the TV a message comes up requiring me to turn on the cable box separately. I never had this before; they always came on at the same time before, or maybe the DVR was always on; I don't know.  Otherwise the remote works fine with the DVR.  Anyway, is there any way to set the remote so this doesn't happen?  Not a big deal but sort of a PITA,  Thanks...