It seems that you are having some issues with your Slingbox since it does not show audio and video.
The fact that you can get the Direct TV Menu options could be related to the resolution in use on your satellite receiver / DVR. With this in mind, I recommend to downgrade the Direct TV box resolution and see if you can get the Slingbox video signal.
If by any chance you are using the HDMI cable, you'll need to remove it since this accessory and the Slingbox are not compatible. The following link will provide you with further details.
Regarding the audio issue, I encourage you to check if the connections are properly made, since the static noise clearly indicates that some connections are not working fine. I recommend you to check this link.