I don't think you should be able to see any of your content without the cable box on. You shouldn't expect to be able to.
The slingbox has an IRC built into its front. It should be able to turn on your cable box remotely. I just got mine this Saturday so I'm hardly an expert but it does turn on my cable box for me and it is kind of neat. Some people say you have to point the sling box at the cable box, but mine are just sitting next to each other. Sometimes the slingbox seems to turn on the cable box when I launch the application (which is what I would expect it to do) but I've also just pulled up the onscreen remote and pressed the power button.