Which F/W were you running?
Was your DNR202L open to the outside world (other than mydlink.com) via port forwarding?
Are you using easy passwords?
Your router might have been hacked , and your DNS might be affected? (re-direct attack?)
Go here
https://www.mydlink.com/download#
click Storage
Click dnr-202L
download HDD Viewer
you should be able to see your videos, unless your harddrive is trashed too.
It would definitely be curious if they hacked your DNR202L entirely and replaced the F/W... can I replace yours with a new one? lol