Your mobile device should work properly connected to the Slingbox using a 3G or Wi-Fi network. SlingPlayer supports all Windows Phone mobile devices right now, you can confirm this accessing here:
Hello, I bought this morning the Sling Media app from the Market Place for my new Nokia Lumia 800, but I won't connect.
The logon screen appears, but when pushing the connect button it's saying: "connecting to my Slingbox", but nothing happens.
Please help me.
Thanks in advance,
Harold (from The Netherlands).