I had the same issue and Sling Support came with below recommendation.
Creating a second profile will solve your problem. In your 2nd profile you'll need to have your slingbox located via your local IP address rather than through Slingbox finder ID.
So when I connect to Slingplayer on my Nokia I have to options in Slingbox Directory:
1. connecting to Sling Home
2. connecting to Sling 3G