This is a good question.
The way the Slingbox and a home theater system has to be connected is the audio/video cable have to run from the cable box to the Slingbox first. The run the audio/video cables from the Slingbox to the home theater system. Then run another set from the home theater system to the TV.
This is the only way to have this set up do to the Slingbox controls the cable box. If the audio/video was ran to the home theater first, the Slingbox would not relay the audio video to you in the remote location properly.
Hope this helps!!!
Sling Media Moderation Team