Welcome to our online answers forum. The answer to your question is no, you can't connect to your router wirelessly, you have to be hardwired to your router. The Slingbox 500 is the only device on the market you can hook up via wifi. However, with that being said, you do have some other options if you are unable to hardwire the Slingbox Pro to your router. There are other options available to you if your router and Slingbox are in different rooms, such as a wireless bridge, or Slinglinks.
I have provided a few links below to troubleshoot your issue.
Let me know if these help, feel free to reply back with any other questions or concerns you might have!
The Sling Moderation Team