If you can post back with these answers it'll help...
- Can you watch on your laptop from both inside the home network (connected to the same router as the Slingbox) and from remote over the internet ?
- How about over wifi on your phone and iPod from inside/outside the home network ?
- If you go to support.slingbox.com and log in, you should see some information about your Slingbox. Under Internet Viewing, does it say Setup Complete: Yes ? Also, are there any alerts listed ?
- On your laptop, are you using the full SlingPlayer version or just the Web Player (watch.slingbox.com) ? If you use both, can they both connect successfully inside/outside the home network ?
What you're describing might be related to how your router's port forwarding is set up. The questions I asked will help isolate where the connection is breaking down. Any other details or clues you have would also be helpful.