You can't do this using the Web Slingplayer client. You'll have to use the Slingplayer Desktop to do this.
Get Silngplayer Desktop instead
- 1.0 for Mac http://support.slingbox.com/go/dl-mac-desktop
- 1.5 for PC http://support.slingmedia.com/get/sp1-win-us.html
- 2.0 for PC http://support.slingbox.com/go/windows-download-desktop-us
The option is called "Sling Bar", you can elect it to go either to the left or right side using the icons which appear on the top right-side of the window. You can also select "SlingBar Right [Alt]+[.]" or "SlingBar Left [Alt]+[,]" from the command bar in the View | Display Mode options.