Hi there, acansado!
The controls for SlingPlayer for Roku remain on the screen of your smart phone, so you should be able to adjust your quality settings from there.
Now, regarding the high bandwidth: your Slingbox is streaming to your phone (which uses download speed on your remote network), and then your phone streams to your Roku locally. This does use a bit of extra bandwidth.
Hope this helps!
The Slingbox Answers Forum Moderation Team