What should have happened (as it's proceedure) is the following:
Senario 1:
1. You have a problem with your HR34; so you call DirecTV technical support. It is determined that the receiver is indeed faulty and they send out a replacement along with a return shipping label.
2. when you receive the replacement HR 34, you swap the units, call DirecTV to activate the New replacement and drop the defective unit back in the box they sent you and attach the return shipping label over the existing label. Then drop it off at USPS for shipment back to them (keeping the tear off portion of the sticker with the tracking number for your records)
3. there would have been no charge at all for this if it was less than 3 months old. If older then 3 months you would have had to pay the 19.99 for shipping unless you pay for the protection plan in which case the shipping fee would have been waived.
or
Senario 2:
1. You have a problem with your HR34; so you call DirecTV technical support. If it is determined that they can't determin the issue over the phone (as it could be a faulty wiring, a bad lnb, a bad swm power supply, a bad splitter, or indeed the receiver itself; they would roll out a service call with a tech to inspect and replace whatever was necessary.
2. If the receiver was determined to be the issue, the tech would have reaplaced it and taken back the old one as his work order designated.
3. If the installation and/or receiver was less then 3 months old, there would have been no fee at all. If if was older than 90 days you may have had to play a nominal rate for the service call.
*In either of the above senarios, you would NOT have had to replay a lease fee for the replacement.
HOWEVER as mentioned a couple of times already in this thread; if you deactivate a leased receiver it must be sent back as was indicated by directv when you called.
If you then order another HR 34 (or any model for that matter) as you did; to "replace" what you gave up it would be considered a new order and thus generate/require another lease fee to be paid.
To be blunt, if it's as you described (from the little bit of info you did give), it's not DirecTV that you should be upset with but rather yourself.