Are you on the same network as the Slingbox? The router configuration isn't only necessary for remote viewing.
This site will help you configure router for port forwarding the Slingbox. (http://portforward.com/english/applications/port_forwarding/SlingBox/SlingBoxindex.htm)
I was able to change channels but not watch.
I don't understand how you were able to change the channel but not watch.
When people aren't able to get a picture or sound from the Slingbox, it is usually the set-top box isn't supplying any. This is usually due to the DVR to the TV through HDMI. Some DVRs will disable the analog ports while the HDMI is connected. If that isn't the case, then I would recommend testing the output of your DVR to make sure it is passing a single for Slingbox to rebroadcast.