That's a known limitation of the Web Player when using a Mac. Use the full SlingPlayer app instead and you won't have any problems:
Slingbox Classic, Tuner and AV aren't supported by the Web Player. Even so, it works fine with a Windows browser but it's a hard no-go on the Mac: it simply won't let you do it.
I can't think of any good (or mediocre) technical reason why it's explicitly disallowed when the older models work on Windows, but that's the way it is.
Give the full app a try, it'll get the job done for you.
Hope this helps,