You can access most functions of the remote control through the blue button of the WDTV Live remote. If you go in the MISC menu you will find all the OnDemand and other stuff.
Or press the yellow button on the remote to bring up the Guide and from there you can navigate with the arrows.
Or just type in the channel number on the WDTV remote to change channel.
I would like to thank you for using the answer forum, and I would like to be more than happy to get the slingbox up and running for you. It sounds like you might not have a remote configured. If you hit the button does it do anything? If you go to the website does the remote load? Have you been through the whole setup of the slingbox and setup the remote? Please let us here at sling know so that we can get you up and going.
Sling Moderation Team
I have the same problem. Slingplayer on my WD Play box shows the TV feed fine, but I can find no way to change the channel. Arrow keys on the remote cause the screen to show a box in the top right of the screen but this then disappears. Pressing "guide" does similar - nothing. I can type a number by 'clicking' on onscreen buttons, but that also has no effect. What am I doing wrong?