I believe what you are missing - is the RCA Audio Cables going from the 4642 to the DVR thats the Red and White cables, cause what is happening is the RF Coaxcable does not carry sound when the tv is off. What would be even better would be to get component cables from the 4642 to the DVR, this way you would get really good quality picture and sound..
Unrelated to your issue, but make sure you update the firmware in your TV. It is very easy if you have it networked. If not, DL it to USB. Then go into menu and look for software upgrade. It will ask how you want to do it, online or USB, and just follow the steps. You should also do the same for your Smart TV interface if you haven't already. Finally, if you weren't told when you purchased it, the great thing about the Samsungs is that you can plug in and use just about any brand of wireless mouse and keyboard. It makes using the browser and the rest of the Smart features way easier.