Just to confirm that this is NOT a US Slingbox, which uses screw-on co-ax cables, but an EU one, that uses standard push to fit cables ? If it is a US Slingbox then putting the aerial in is pointless as the NTSC tuner will not pick up anything.
And the aerial input to the Slingbox is identical to the one on an EU TV so if it fits the TV it will fit the Slingbox. Is he sure he is trying to put it into the input socket and not the output socket ? (Male/female)