It's probably that the router doesn't have Universal Plug and Play enabled, so the Slingplayer Setup Assistant isn't able to communicate with the router. Not that you typed the creditentials wrong.
Anyways, once you have setup the Slingbox for local viewing you're done as far as the Slingbox is concerned. The only thing you have left is to setup the port fowarding rules to allow public internet traffic meant for your Slingbox to be forwarded to your slingbox. This is done through port fowarding.
This website should be able to help you get remote viewing setup (http://portforward.com/english/applications/port_forwarding/SlingBox/SlingBoxindex.htm)
Btw, if you're using Verizon make sure you've enabled both port forwarding for both UDP and TCP
OMG REALLY? 3 SEPERATE POSTS FOR THE SAME PROBLEM?
DELETE TWO OF THEM.