If you just set up your device to your DirectTV unit for On-Demand programming, you will first need to reconnect the Internet to your DirecTV Cinema Connection (even if you have had a previous Internet connection).
Press and hold INFO on your remote until the Info & Test screen appears.
Select More System Info > Scroll down the page until you see Network status.
You will then select the "Reconnect" option, or "Connect" if this is the first time.
For further details, visit the DirecTV support page: https://www.att.com/support/article/directv/KM1044524/