The problem is how the the graphic card drivers interact with the Window's graphic subsystem. Probably the best way to work around it, is to keep the window in the small screen. Slingplayer will save the window placement, so it will reopen from the last place it was closed. Otherwise, maybe try setting the smaller screen as the primary display.
My PC has both an integrated graphics card and a seperate one (NVIDIA). I ran into the same problem and found the following solution:
Instead of running the slingplayer directly from its shortcut, right click on it and select "Run with Graphics Processor"->"High Performance NVIDIA processor"
To make this setting permanent, so that you can run Slingplayer directly from its shortcut, you can select "Run with Graphics Processor"->"Change default graphics processor" and then in Program settings, select Slingplayer.exe from "C:\Program Files (x86)\Sling Media\SlingPlayer" in Step 1 and select "High Performance NVIDIA processor" in Step 2. After completing these and closing this confiugration window, you can now directly run Slingplayer from its shortcut without any display issues on both monitors.