1. A method of placing an ad into a digital video output stream of a digital video recorder (DVR), the method comprising: while the digital video output stream of the (DVR) includes an index of programs recorded at the DVR but does not include the ad or video of a program recorded at the DVR, the DVR detecting that the digital video output stream should change from the index of programs recorded at the DVR to the video of the program recorded at the DVR; the DVR obtaining the ad; the DVR placing the ad into the digital video output stream so that the digital video output stream simultaneously includes the index of programs recorded at the DVR and the ad but does not include the video of the program recorded at the DVR, wherein the DVR that places the ad into the digital video output stream outputs the digital video output stream to a display device that is connected directly to the DVR, and wherein the ad wipes across a screen of the display device starting from a first side of the screen and ending at a second side of the screen without overlapping any portion of the index of programs recorded at the DVR or any portion of the video of the program recorded at the DVR; and thereafter, the DVR removing the index of programs recorded at the DVR from the digital video output stream and adding the video of the program recorded at the DVR to the digital video output stream so that the digital video output stream simultaneously includes the video of the program recorded at the DVR and the ad but does not include the index of programs recorded at the DVR.