This is probably because the tuner that the Slingbox has, only works when you have a cables service provider such as Comcast, Time Warner Cable...
In this case since the signal is coming from Satellite, you will need to connect your Slingbox with another type of connection. You can use composite cables or component.
Sorry to say this, but I think you're stuck.
I've been looking around but it seems that there is no such thing as coaxial-to-component adapter.
That's not going to work. The closest thing you're going to find is an RF converter (composite > coax over one channel, usually 3 or 4) but that won't fix your problem. Besides, that's exactly what you're doing now- the sat box has an RF converter built in. That's why you're able to sling one working channel and you have to use the sat box to change it.
The Slingbox Tuner model works well, but it's very limited in what it can do. It was designed to sling two things:
- Local NTSC (old standard) broadcast stations using an antenna
- Analog basic cable that doesn't require a cable box.
Further, SB Tuner does not have an IR Blaster port, so it can not control other devices for channel changes and such. It's internal TV tuner is the only thing available.
NTSC broadcasts are gone now and it won't work with the new digital TV (ATSC) standard. Basic analog cable will work if the CableCo in your area still provides analog service. Slingbox Tuner will not work well with satellite- what you've got now is as good as it's going to get.
If you had analog cable service, your SB Tuner would probably have lots of useful life left. With only satellite though, you'll need a Slingbox with AV inputs (basically, any model except the Tuner) to get things working right.
Hope this helps,