Check your Direct TV settings. Go to menu, click on parental fav's and setup. Click on system setup and then remote control. Make sure your remote is on IR mode. Check to make sure your receiver is on Direct TV mode (not AV1 or AV2 mode). It took me a while to figure it out, but this should help a few people.Good luck!
A couple of things I should point out to get you going.
1. You need to select either satellite or dvr when setting up the slingplayer assistant. Then DirecTV and any of the HRx models listed will work.
2. Make sure your DirecTV receiver is in IR mode for remote operation and NOT "RF". you can check that by using your DirecTV remote and goign to menu, favorites, and parental conrol/setup/remote/and select IR following the onscreen instructions.
3. Make sure the IR teather emmitter is connected and located in front of the IR sensor on your HR20.
Following those steps should get you going.