When you go to support.slingbox.com and log in with your address and password, does it show the setup is complete and the Slingbox is ready for Internet viewing? If not you probably made some mistake in the setup routine, and need to run the setup procedure again.
It can also be helpful if you have programmed your router to assign a static IP address to your Slingbox, then programmed your router to forward port 5001 to that static IP address. Then, power cycle both the router and the Slingbox, and see if the support.slingbox.com page data for your router shows that it is setup correctly for Internet viewing.
What I understand from your post, is that you would like to know how to connect from a remote location.
In this case and as a first step, I would recommend to check the following link about that feature.