Ok I found out what I was doing wrong. From the FAQ:
How do I add a Slingbox for use with DISH Remote Access?
Go to Preferences->Receivers->Add a Slingbox. You will need your Finder ID and password to complete the process. Your Slingbox Finder ID can be found by running SlingPlayer application on your computer and selecting Help->About My Slingbox. The Finder ID is a 32 digit code.
I was try my sling.com account not the Finder ID.