Oddly, the Slingplayer for iPhone app does handle streaming to a Roku from a traditional Slingbox, while Dish Anywhere for iPhone does not. Which doesn't help you, since Slingplayer for iPhone's release notes say:
"If you are a DISH Network customer, the following devices are NOT compatible with the Slingplayer app. Please download the free DISH Anywhere app.
- Hopper with Sling receiver
- Hopper receiver
- VIP 922 receiver
- Sling Adapter"
(The error message you're reporting mentions Slingbox.com, so I imagine you're trying to use the Slingbox website? That won't work regardless of whether you're using a Slingbox or Dish Anywhere Sling technology-powered device--you'll need a mobile app, such as for a phone or tablet).
Best you can do is:
- Get an actual Slingbox
- Complain louder at Dish Network
- Or I'm missing some piece of critical information