Since you have a Hughes HDVR2 you must be using DirecTV therefore splitters will not work.
With that said, you need something called a diplexer which looks like a splitter but has some intelligence. You'll need two diplexers, one for the source side of things (the multiswitch) and one for the HDVR2 side.
There are specific sides for diplexers usually labeled #1 and #2 or CATV/ANT and SATELLITE. You need to pay attention to which cable goes into which side of the diplexor. I'll use CATV/ANT and SATELLITE for the example.
On the source side, plug the multiswitch into the single port side of the diplexer and plug in the cable run to the fitness room into the SATELLITE side of the diplexer. The CATV/ANT side will be your feed from the fitness room. The cable run in the fitness room then needs to be plugged into the single port side of the diplexer and the SATELLITE side of the diplexer should then be plugged into one of the two inputs of the HDVR2. Still in the fitness room, plug the RF Out from the HDVR2 to the CATV/ANT side of the fitness room diplexer.
This works and won't fry your equipment.
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