I'm having this problem as well, using a Samsung Galaxy Note 3 and a Roku 2 XS. When I press the button in the app to stream to the Roku, the app on my phone stalls for a minute, then kills the video stream and displays the "You are currently watching TV with a Roku streaming player." message instead while simultaneously continuing to play the audio. Meanwhile, the Roku displays nothing but the giant "SLINGPLAYER" logo on the screen with no video or sound.
Thank you for using out Online Forums. I'm sorry to hear that you are having this issue. It sounds like a compatibility issues. You are going to want to make sure the Slingbox you are using is compatible to use with the Slingplayer for Roku.
Here are some links to articles that may help you.
Sling Media Moderation Team