Which Slingbox are you working with? Also, are you on a Mac by chance? The older units (the ones that still work with setup.slingbox.com) do have an issue with the Mac operating systems. The easiest way to get around this would be to use a PC; even if you can just borrow a laptop for an hour or something for the setup and update process. Since the older units do not have any new updates, once the setup is done and the unit is fully updated, you won't have to repeat the process or run into the issue again unless you have to factory reset the unit.
I hope this helps!!