Did you get billed for them the first time? My understanding on VOD (and I assume it's the same for the adult ones) is that you're only charged when you actually go and watch them; just downloading them doesn't incur the charge, so it may be asking you because you haven't been charged at all for them yet (so if you went and deleted them without watching, it wouldn't cost you anything to have staged them on your HD for a while).
Most PPV, though I am unsure about adult, is 24 hours from when paid that you can watch it. I've heard in the past that recordings off adult channels (even when paid monthly) expire after a period of time if you don't maintain the subscription. When expired they delete themselves off the DVR.