There is a very comprehensive list of checks to make at http://support.slingbox.com/get/KB-5000042.html so work through those.
If the device you are trying to control is a DirecTV or a Dish Network box then both these allow for multiple Remote Addresses so you have to make sure your select the correct address (The normal remotes assume the default address). Some of the devices have built-in remotes for some alternative codes, but if yours is not included (and you cannot change the address to one that is supported) then post a request on the forum, giving the device and the address.
They also use RF for some of their systems so make sure you have IR selected for the output you are using.
OK, I need to offer some pointers to you as you don't appear to be expert at this:
1. Please don't 'hijack' someone else's thread, it's bad manners. Start a new thread of your own.
2. Please don't use all Capital Letters. That is the written equivalent of shouting at people.
3. Please don't just make statements like '...does not work...'. How on earth do you expect us to help you when that is all you say ? There could be a million reasons and we need a lot more information than that.
So, please start a new thread, do it in lower case and tell us the Manufacturer and Model number of the device you are trying to control. What steps you have already taken and what EXACTLY is not working as you expected it to.