You can check the widget on the right-hand side of this webpage (http://support.slingbox.com/get/KB-5000164) to query for devices which are officially supported.
For devices which aren't offically supported, Alan Richey can create a Slingbox remote update bin file for practically any device in the Logitech Harmony Database (http://www.logitech.com/harmony/components).
In fact, if you check the JP1 site where he gets the tools, you can see there are already some Moxi related downloads (http://www.hifi-remote.com/forums/dload.php?search_keywords=Moxi&search_terms=any&search_author=&cat_id=0&comments_search=YES&sort_method=file_time&sort_order=DESC&action=search).
There's even a how-to guide for creating your own remote control bin files (http://www.hifi-remote.com/forums/dload.php?action=file&file_id=6413). Sling Media also has their own learning webpage (http://betaremotes.slingbox.com) but that hasn't been available in over a month.
The remote upgrade bin files are uploaded to the Slingbox through the Setup Assistant. This allows any Slingplayer client to control the device through the Slingbox.
All the instructions are normally packaged in the readme file within the zip archive which he distributes. There are also knowledge base articles written by Sling Media for the Slingplayer Desktop for PC and Mac which describe the process.
Whether or not it is difficult, I can't say. That's a relative to your ability to breath, read, and follow instructions. For most people, its simple. However after answering questions for people on this site in the past months, there seems to be at least one new person every few days which seems to have a problem with at least one of the three basic requirements.