Sorry to hear your having an issue with the desktop SlingPlayer. I would recommend using Watch on Slingbox.com for optimum performance, as the legacy/ desktop SlingPlayer is no longer supported and may not be compatible with newer systems and software updates.
However, here is an article from our support page regarding your desktop SlingPlayer that may offer some assistance with your issue, Resolutions in SlingPlayer 2.0 for Windows.
Hope this helps!
The Sling Media Moderation Team
For others who may encounter this CONNECTION issue, it turned out to be ESET 5 Anti Virus blocking Slingplayer PC & Web!
Here is the solution I've found after much research:
*** Edited to observe Slingbox Answers Forum House Rules by Moderator. ***
Eset also has an article on configuring its products with a Slingbox. It's here: http://tinyurl.com/6oz93ek.
I found that you have to add one more step. Once you've done everything in the Eset article, in the advanced settings of Eset go to WEB AND EMAIL-->PROTOCOL FILTERING-->WEB AND EMAIL CLIENTS-->EXCLUDED IP ADDRESSES. Once you're there, insert the IP address(es) of your Slingbox(es).