You likely need to manually configure your router and Slingbox for remote viewing.
Basically, use port forwarding on your router to send incoming traffic on port 5001 to the private IP address of your Slingbox.
How you do this depends mainly on what kind of router you have, and a little bit with how you set up your Slingbox.
Have a look at these support docs, post back if you need more help. The second link is particularly useful.
Good luck !