This is such a widespread problem, that CBS actually put out an official statement instructing viewers how to DVR the show. According to CBS,
"Obviously, our first choice is that you always watch everything on CBS live; however, we also consider the DVR our friend, providing more opportunities for you to watch our programs amidst your very busy lives."
To record the show, CBS suggests using your cable provider's program guide to find the show, not the search function. Just scroll through your local CBS channel's Thursday schedule to find the program (airing at 8:30 p.m. EST), and hit record. If you still have trouble, try searching for The Big Bang Theory, which airs directly before $#*! My Dad Says and has "no search function issues whatsoever."
Photos courtesy of CBS