Thanks for posting in the forums! I'm sorry to hear you are unable to connect via Windows Phone. I understand you are able to connect with no issue via desktop PC. Did you test it on a computer on your local network or on a network that is remote from the Slingbox?
Also, it could be an issue with your network speed, either at the location you are connecting from, or at the location of the Slingbox. Could you go to speedtest.net and tell me the results of your upload/download speed?
Below is a link to an article that may help you troubleshoot this issues:
Feel free to reply!
The Sling Moderation Team