Are you using a cable box?
If so there are some cable box's that shut off all other outputs when you have an HDMI cable hooked up from the cable box to the TV. That's a limitation of the cable box; not the sling box. the way to bypass that is to use component cables instead of HDMI. you can either:
Run component cables from the cable box to the slingbox and then component cables from the slingbox's outputs back to the TV (this would give you the best picture possible. For the best sound possible, run the toslink digital audio output in lue of an analog rca style cable for the audio.
Run component cables from your cable box to your TV and run a set of cables form the cable box to the slingbox's composite input.
*In either senario; remember to rerun your slingbox's setup assistant to reconfigure which inputs your using for video and audio or you will get no picture or audio depending on your last connection method used previously.