It seems that you are having some issues when trying to configure your Slingbox PRO on your Windows computer.
I recommend you to uninstall the plug-in and reinstall it one more time. If you do not know how to, feel free to check these links.
There are some security software programs that might prevent you from getting the connection to your Slingbox.
You can also check if is there any kind of restriction running on your network, as a final step.
I am having the same issue.
Desktop App (LAN) - Works
Web App (LAN) - Works
Desktop App (Outside LAN) - Fails
Web App (Outside LAN) - Fails
So you might say that I need to configure port forwarding. HOWEVER - my Android phone (on 3G) works just fine! So what would cause the desktop client and web client to fail from outside the LAN but the mobile client to work?