You can't. But that question is ONLY so the Slingbox can provide a Programme Guide, it doesn't affect the operation. And Sling doesn't support any TV Guide except USA & Canada, hence the limitation,
Just 'lie' to it. USA and a ZIP code of 90210 (Beverliy Hills) is my favourite At the next screen tell it your device does not have a TV provider and you are good to go.
Why on earth Sling don't have a third option "Other" that skips all the Programme Guide is a mystery to me.