I am new to Slingbox and had a connection problem which I hope this document will avoid others having. I have a Windows 7 LAN with three machines. The router is a Draytek Vigor 2820Vn.
The issue was whilst the Slingbox could be seen by the PC's I kept getting the "cannot connect" error.
I use ESET NOD32 antivirus and just disabling is not sufficient, it still interferes with Slingbox. You need to access Advanced Setup and disable "Protocol Filtering" under "Web and Email" settings.
Once done everything works as advertised.
Hope it helps.