Your description does not apply to a recording that is scheduled for future recording - I think you may be talking about deleting an existing recording. Note that you have posted in the Humax HD-FOX T2 section of the forum, so the below assumes you are talking about an HD-FOX with some kind of external drive connected to the USB port on the rear (but equally applies to HDR-FOX). If you have any other machine the following is not relevant to you:
To stop a recording that is in progress: press the stop button (square symbol) on the handset. On-screen prompts will ask you to confirm the action.
To prevent a future recording: Guide >> Schedule (yellow) >> select the recording you wish to cancel
>> Delete (blue)
To delete an existing recording:
Media >> select the recording you wish to delete
>> OPT+ >> Delete
IF the "Delete" option on the resulting on-screen menu is unavailable (shown in light text), the recording is currently locked due to not having had playback stopped properly. Select Play, then when the recording is playing press the stop button, and then try again.
IF the on-screen menus request a password, the recording has been locked (padlock icon) to prevent unauthorised playback or deletion. The default password is "0000" (but may have been changed by the user).
Note: the above applies to the OPT+ menu. If you use the "OK" menu to access options such as play and delete, the delete option will not be greyed out even if it is unavailable, but will not succeed in deletion even though the user input seems normal. This is confusing for users and is a good reason to always use the OPT+ menu instead.
I hope that solves your problem, please report back. These are "normal" functionality for the HD-FOX - if your problem is the result of an abnormality we will have to get more technical.