So just to be clear, you bought a single room solution from DirecTV but now you want it in two rooms? They offer a very simple, wireless solution for multi room applications. I have 3 TV's in my house, one dish and only one D* box is wired. They will even come out and hook it up for you.
I don't understand the RCA to Coax comment but if you are running to your primary TV via HDMI and your secondary via RCA, I can understand how your box is getting confused. Normally you only use one output type, not two.