Here is a quick checklist to record Battlerecorder files in BF2
Singleplayer
1. Load up a game of your choice.
2. In the console (press ` ) type the following :
demo.recordDemo [insert demo name here]
3. You should then get the message ; recording demo.....
4. Close the console and play PR

5. When finished recording type in the console the following :
demo.stoprecording
6. Close PR and go to the following location on your disk drive :
C:\Program Files\EA GAMES\Battlefield 2\mods\pr\Demos
7. You should see your battlerecorder file in this location. Now you need to copy and paste this into you Demo folder in your Battlefield 2 folder in your "My Documents". This is probably the following adress or something similar :
C:\Users\(your name)\Documents\Battlefield 2\Profiles\Default\demos
8. Finally load up PR and go to your Barracks section of the menu and then Battlerecorder and hey presto you should see your file in the section containing the recorded battles (this may not be the exact name in the menus, but it will be close).
9. Click the file (you should see the map name) and press play.
Multiplayer
1. Join a server which has Battlerecorder enabled.
2. Once the round has finished go to the barracks section and download the relavent file.
3. After downloaded select the file in your library and press play.