The simplest way to tell whether a DVR-MS file is protected is to locate the file in the Windows Media Center Video Library. Right-click on the recording and choose Program info. If any part of the recording is protected, the words "Restricted Content" will appear in the window.
Note that it is possible to protect only part of a DVR-MS recording. If you check a partly-protected file's Properties in the Windows Explorer, it may say "Protected: No" on the Details tab. Use the Media Center when checking DVR-MS files for protection.