First to the person that got a slingbox from a friend:
Press the red reset button on the back of the unit to clear out your friends old settings for his network.
Also make sure if your router has any type of mac address security it is either turned off or you have the slingbox's mac address added to it's allow list.
At that point you may want to power cycle your router in for the changes to take place and your slingbox should get network access at that point.
You stated your router is in a different room; however you did not indicate how your slingbox is connected to it. Are you connected via ethernet, or are you using a powerline adapter or ethernet to wifi adapter to make the connection?
What I understand from your post, is that you can't get a connection to your Slingbox.
In this case, you can check the following link with some troubleshoot steps.
Besides that, I would recommend a hardwired connection to the router for the first Setup, to discard the wireless connection as a potential issue.