I understand that you are having some issues in order to get the remote connection to your Slingbox PRO HD.
First, we recommend you to use the web-based version through www.slingbox.com. Once you use this version, make sure to run the Manual Configuration for Internet Viewing and use only the TCP protocol (do not use the UDP protocol) when adjusting the router settings.
This way, you should not have issues in order to get the connection when using the Mobile application on your iPhone. Make sure to follow these instructions and let us know how it works for you.