Unless you've bought an expensive managed switch (unlikely), it should be transparent as far as either the router or the SlingBox is concerned. Silly question: have you checked your cables? Both the cable from the router to the switch, and from the switch to the SlingBox should be "straight-through" cables, and not cross-over cables (see http://en.wikipedia.org/wiki/Ethernet_crossover_cable ). Try replacing them.

What lights do you see on the switch when everything is connected?