It all depends on your set top box capabilities. It seems that you are using a dual tuner box. If this is your case, you need to connect the Slingbox to the TV option designed to work with the IR (Infra Red) signal. The other TV option (Radio Frequency) will be connected to your TV set.
If you try to connect the Slingbox to the RF signal, it will not work since the Slingbox works only with the IR signal.