Thank you for using our answers forum! Sorry it took so long to get a response. I apologize for any inconvenience you have experienced with your Slingbox PRO. However, the Slingbox will certainly work in the US or Canada. This is a really strange issue you are experiencing. I would recommend resetting the Slingbox to factory settings and going through the online setup again. When you get to the part of the setup where you had this issue, everything should be as normal. Feel free to reply to this post if the issue persist. Below is a link that will tell you exactly how to reset the Slingbox to factory settings.
Hope this helps!
The Sling Moderation Team