If you do not already have a paid license for SlingPlayer Mobile, then Alan is right- you have to buy the software.
If you have already bought a license for a different phone, you might be able to transfer it. It mainly comes down to where you bought the license.
Here's a support doc that goes into that:
Here's a thread you might be interested in. Folks were discussing transferring licenses to/from WinMo and Symbian: