To setup parental controls on a DTA you initially press the Menu button and go to Locks Setup and press Ok/Select. This will bring up the option to create a pin and then you have to confirm the pin.
Once the pin is created you will have the options for Master Locks and Channel Locks.
If you wanted to remove all parental control pins and disable it you can do that from the Master Locks option.
You can also set all channels to require a pin to access if you want.
Through the channel locks menu you can scroll through a list of all of the channels available through the DTA and set individual channels to require the pin to access them.