My 625 turns off by itself when not used for several hours. Is there any way to keep it always on so that it doesn't miss some events that I set up to record?
No need to look in the settings. The 625, like every other Dish receiver with event timers, will turn itself on to record. If there is no user input (pressing a button on the remote or front panel) it will then put itself back in standby.
then its screwed up, you won't see it turn on, the screen saver will still be on your screen but the little record light should come on, and you hit "select" to get past the screen saver you should see it recording..
It doesn't have to "turn on" to record. Just because the box isn't displaying video on the TV doesn't mean it's not recording if there is an active timer. As birdoggy said, as long as the red LED is lit, the recording is happening.
Same here. I turn mine off every night and it still records anything that has a timer set. I always see the red led on when its recording something and the receiver is off.