Do you mean you don't get the option to choose Satellite, Cable, DVR.... or can you choose one of those but then there is nothing shown in the Manufacturers drop down list ?
I have never heard of the first, but if it is the second this is fairly common and means you box is failed. What normally happens is that you will soon get a message along the lines of "This Slingbox was not originally designed to be used in the <country>".
A quick search on the forum for "This Slingbox was not originally designed to be used in the USA" will show you that the problem is with U21, a TS1117 3.3V voltage regulator that has failed. As this appears to be a design fault most people seem to be able to get a replacement box. Although you have to pay $30 to find out if you are eligible.
Still worth trying a factory reset though in case the firmware has scambled.