i have had this problem a couple of times when setting up slingboxes for friends.
if you have a windows computer, most likely the issue is that the internet security software is blocking the slingbox. search the support site for something like firewall and you may find an answer. in my case, i temp disabled norton, set up the slingbox, then turned it back on and everything was good.
on macs, i have seen folks accidentally connect to their neighbor's wifi on their computer. if that happens, your computer isn't on the same local network as your slingbox and it won't show up.