Install the Logitech SetPoint software that came with the keyboard or download the software from Logitech's website.
If you have done this and when you press the record button Windows Media Player record setting opens then you need to contact Logitech for another bluetooth adapter OR download the UberSetPoint software online - search for Uber SetPoint on the Logitech forums for the safe link - that allows you to reprogram the button to CTRL-R which is needed to record in Media Center.