If you have issues to get all the channels on your Slingbox PRO-HD, try first to connect the Slingbox directly to the Comcast cable box and run the Setup at Slingbox.com.
I was told by Slingbox that the cable box that Comcast provided is not compatible.
If the Box is not listed, it doesn't mean it won't work, but probably the remote skin will not match, but if the remote doesn't work, you can use this useful link,
So I was told to get a splitter and connect the Slingbox directly but now I only get 4 stations.
If you are not getting all the channels using this configuration, probably the TV signal provided by Comcast is encrypted or scrambled, so you will need to use a cable box to get all of them.
Hope this helps