Interesting that you aren't experiencing the issue from OnDemand. I am still having the issue regardless of the movie/show being live, recorded or downloaded from OnDemand. I have Directv.
We've replaced receivers, swim 16, checked ground, tested Coax (not replaced any yet), replaced LNB on dish arm and double checked cables. We also replaced the power supply for the dish and placed it in a closer location to reduce on some power cable running across the back of the house (this was done just to check a box, not sure its related to my issue).
I've even gone as far as investing in a entry level Panamax Power Conditioner (4300 series) to see if cleaning up the power would help a little and that made no improvements.
I've noticed the issue on Sopranos, movies like Terminator, Roadhouse etc.
Only occurs during explosions, gun shots, roaring engines or any noisy scene. The weird thing is it doesn't do it on every movie and every noisy scene. Seems to be very selective, but once I know what movie and what scene I can recreate it over and over again. This leads me to believe its not my equipment/interference in the home and more related to a signal from the provider. That could be wishful thinking though.