You will want to use the virtual remote in the Slingplayer software you're using to access all the functionality of your cable box, such as changing channels, using the guide, and also accessing your recorded shows. You can find your virtual remote using the remote icon in whichever Slingplayer software you are using to view the Slingbox. I'm not sure based on your post that I fully understand the issue you're experiencing, but I'll do my best to help.
If the other features in the virtual remote are working (such as changing channels), you should be able to use the virtual remote in a similar way to access your recorded shows. Is there a "DVR" or "List" button on your virtual remote? If so, that's probably what you want to try. If not, you may still be able to access your recorded shows through the cable box's menus. I would try hitting the "Menu" button, and seeing if you can locate the recorded shows through the menus in your cable box.
If the other functions do NOT work, the problem may lie either with the virtual remote that's programmed into the Slingbox, or the positioning of the IR cable (where the Slingbox is). Here are a couple articles that should help you with troubleshooting this issue:
Hope all of this helps! Let me know if it doesn't.