Depending on the nature of the data being transferred, you might need to set the input coupling to DC for good results. Also make sure you're not using the digital filter, or have it set to LPF at a cutoff frequency at least 3x your bit rate. Use of AC coupling or the wrong digital filter settings could cause the kind of display you see. As TEMLIB wrote, you should use the "subtract mode" between probe 1 and probe 2 for the two sides of the differential pair. Press the "MATH" button to select that.
I don't know whether the DS1000E series is isolated from the line power ground; traditionally there were problems with using the ground of a scope probe on a signal that wasn't at the power line ground potential, resulting in undesired and possibly damaging current flow through that ground connection. If the DS1000E is isolated from the power line ground, and you're not simultaneously probing other signals, you could use a single probe, without subtract mode, with the ground clip to one side of the RS-485 pair and the probe tip to the other. Some technicians "float the scope" by cutting the ground pin from the power cord, but doing that is DEFINITELY NOT RECOMMENDED. If you truly need an isolated scope, power it from a true isolation transformer.