Reach down on your remote and hit “Clear”. That’ll cancel the channel change.
If you have a TiVo, then you can do exactly this. If you want to do this for a single episode, go to the To Do List, select the episode, select Recording Options and set it to start 5 early and end 5 late. If you want to do it for all episodes of a Season Pass, select the Season Pass in the Manager and do the same as you would for the single episode.
booka, I’m not really sure why your TiVo did what it did – I’ve used TiVos for about 4 years, and it has never failed to warn me that it was about to change the channel.