I would first connect the SB (at least temporarily for the setup routine) to your router with an ethernet cable. Before powering up the SB, I would program your router to assign a static IP address to your SB. How you exactly do this depends on your brand and model of router, but if your router has the IP address 192.168.1.1, then I would program the router to assign the static IP address 192.168.1.254 to your SB. You typically need the MAC ID of your SB to do this, which is printed on a label on the bottom of the SB. Next, I would program your router to forward port 5001 (for both TCP and UDP protocols) to the static IP address that you have assigned to your SB. Then reboot the router and power up the SB, and you should find your SB able to talk to your router. Then use your computer to run the setup routine for the Slingbox.
Report back to this forum if you continue to have problems, with descriptions of any error messages you receive.