Connecting a DVR to HD cable box and HD TV

What is the proper way to do this?
I have it hooked up this way now:

Cable to HD cable box
output of HD cable box to output of DVR-it's a Pioneer upconverting to 1080p
both HD cable box and DVR connected to HD TV with HDMI cables
TV only has one HDMI output so I have used an HDMI switcher which works fine
problem: when viewing TV through DVR it is NOT HD
I had output of HD cable box connected to DVR "antenna" before but got same results, no HD on DVR
any suggestions?

Thanks in advance