Thank you for contacting us using our online Answers Forum. I can understand the problem of having only a blue screen. If the cabling is done correctly and you are on the right video source on the Slingbox the video should come through fine. You might want to double check that you are on the right source and have the cables hooked up properly.
Here are a few articles to assist with that:
Hopefully these help out.
The Sling Media Moderation Team.