Thank you for posting to the Community. When connecting the Slingbox 500 to the Wi-Fi network, you need to have the Slingbox connected to an HDtv with an HDMI cable. If you can't connect the Slingbox to an HDtv with an HDMI cable, you are able to use component (r,b,g,r & w) cables as long as they are the only ones connected. Once you have the Slingbox connected to the HDtv correctly, you will use the Slingbox 500 physical remote to access the on-screen menu.
Hope this helps,
Sling Media Moderation Team