There are a few issues here.
1. Ignore the fact that the vol/mute buttons are working, they are not used to change the device, the player grabs them and uses them to control the player.
2. If all they keys are greyed out the configuration has not worked, and I wouldn't expect the IR Blaster to work.
3. All Dish boxes use the same codes so try some others.
4. Ignore the 'look' of the remote, that is nothing to do with the codes that are generated.
5. Make sure you have the remote set to IR (not RF).
6. Make sure the Remote address (see your manual) is the same as the one selected for the Slingbox. (Default is 1)