Because it's the finale. :)
And it is up against LOST!
If you have an older style Dish DVR (known as the 510), you can only watch/record one program at a time. However, they are now offering dual tuner DVR's for lease. If you're unsure which DVR you have, give Dish a call and ask them to check your acct to see if you have the 510 (older) or 625 (dual). If you have the dual tuner, you can watch one show and record another.
I'm guessing the 510...wonder what an upgrade would cost...not that it really matters but one day a year!