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At this point, we could not tell you for sure about the policies your phone carrier or Internet Service Provider (ISP) might apply. Here is what we support:
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You'll probably have to ask your carrier what the rules are for watching streaming video (probably best to ask it in general and not say SlingBox by name)
I don't know about other places but here in the US I think most cellular carriers have something in the fine print that basically says you can't use the data for anything but email and basic web browsing. That said, I know over here they don't really bother anyone unless you go over the maximum monthly data limit (I think most "unlimited" plans allow 5GB/month) then they start charging overage fees by the megabyte.
Personally, I make an effort to find a WiFi hotspot if I will watch more than a couple minutes, then I'm not using my cellular internet so they can't complain what I do.