Originally Posted by BenMcr
It's an OFCOM requirement that the channels are PIN protected
Yep, designed to allow Sky (and VM for that matter) to show post-watershed films before the watershed. Only a couple of years ago (IIRC) these sorts of films were never shown pre-watershed, so what you have now is still an improvement on the previous situation, even if it doesn't give you full recording flexibility.
If you don't want to fork out for a Sky+ box, try scanning the TV schedules to find the film you want to record in an alternative time slot. These channels rarely show them as a one off, the chances are you'll find it repeated at some alternative time over the next few weeks.