Thank you for posting in the forums! I'm sorry to hear you are having trouble setting up the Slingbox PRO-HD via Built-in Tuner. I would recommend hooking it up this way if you are trying to avoid changing the channel at home: The cable that goes to the Coaxial IN on the cable box should be plugged in to the part of the splitter that only has 1 Coaxial input. Then, you will need to short coaxial cables. One, will connect from one of the 2 coaxial inputs and plug in to the coaxial IN on the Slingbox. Then connected the other cable from the last available input on the Splitter to the Coaxial IN on the Cable box. This should give you audio and video when connecting to the Slingbox and it will also allow you to enjoy one program on your Slingbox while someone at home can enjoy another.
Below is an article that may help you troubleshoot this issue:
Hope this helps!
The Sling Moderation Team