If the computer you're using doesn't find the Slingbox when you're trying to set it up for the first time, you would want to start at the beginning.
I would make sure the Slingbox is connected using the ethernet cable directly to the router. Next, I would give a factory reset to the Slingbox. Here is the article and a useful video concerning this process:
Once that is done, I would wait about 5 minutes (the Slingbox should update itself in that time). Then, use a computer that is connected to the same network as the Slingbox is connected to, and go to newwatch.slingbox.com to get the Slingbox set up.
Let me know if your computer still has issues finding the Slingbox.