Fid the programme you want to record and press the red 'R' as normal to record that program. At the bottom of the screen there should be the option to series link with a green square next to it. Press the green button on your remote and a double ended arrow should appear next to the record sympbol on your planner indicating that the series link is set.
It may be that the programs you want to record don't have a series link -in whcih case you need to go to each prgramme individually and set to record.