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If the remote isn't working, the first thing I would try would be to hard reset the Slingbox 500 by holding the button in the back down for 30-45 seconds, and then attempting to proceed again. Also, make sure you're pointing directly at the Slingbox, since the system works on an IR signal-type. You can also hook this up through Ethernet instead of Wi-Fi, so that you can do the setup on the computer instead of the TV interface.
If for some reason, you're still having problems after this, you can also reach out to Support using the link below:
I hope this helps!!!
Sling Media Moderation Team