The Slingplayer for Desktop is only meant for setting up or re-configuring your Slingbox. You would not be able to stream from the application, as it is why you are always seeing the settings screen when opening the app. From the screenshot provided, your Slingbox has already been setup and you would not need to do anything else through the Slingplayer for Desktop. The link below will provide more information on this.
Sling Media Moderation Team