Have you assigned a static IP address on your router to your Slingbox? (instructions on how to do this are on page 31 of your manual)
Have you forwarded port 5001 to this static IP address assigned on your router to your Slingbox? (instructions on how to do this are on page 34 of your manual -- SlingMedia recommends forwarding both the TCP and UDP protocols of port 5001 to the static IP address assigned to your Slingbox.
If both of these are done, then I am guessing that the problem relates to a Quality of Service (QOS) setting or default setup on your router, but I don't use these on my own router (a completely different brand), so I can't really help you here.