Hi George Rylander,
Thank you for posting to the Community. When you are trying to connect to the Slingbox to the Roku, there are a few things that have to be in place before it will work. Both the Roku and the Android device need to be on the same network. If your phone accidentally connected to the neighbors Wi-Fi network and not the network that the Roku is connected to, the streaming icon will not appear.
If the Roku and the Android device are on the same network, you can try to add the Roku manually in the SlingPlayer app itself. You will need the IP address of the Roku in order to add it to the SlingPlayer. Below is the instructions on how to do this.
Take a look at the last question in the FAQs.
Hope this helps,
Sling Media Moderation Team