It seems that you are having some issues to get the remote connection to your Slingbox ever since you are using a VPN connection.
Even though you are not using the VPN to get the connection to your Slingbox, this kind of connection will limit the network traffic. This might be the root cause for this behavior. In all case, I recommend you to verify if the VPN connection is somehow affecting your Slingbox connection (available bandwidth). You can also test the connection from a different network in order to determine if your Slingbox is properly set for Internet Viewing.
If this seems to be the main reason, you'll need to contact someone at the Slingbox location in order to reset teh Slingbox and run the Setup Assistant for Internet Viewing. The following links will provide you with the steps to follow:
Hope this helps!