First, we recommend you to verify if the Slingbox is properly set for Internet Viewing. You can verify this testing the connection from different networks.
If not, make sure to check this link and follow the steps from the Slingbox location.
If the Slingbox works fine for Internet Viewing but you are not able to get the remote connection, this means that an external factor (security software most of the times) is blocking the connection.
In this case, you might need to test the connection from a different network or use a different computer. You can also take a look to this link.