I have setup my slingbox on a differant port on my router, port 443 (which is the SSL/HTTPS port which most firewalls allow to pass), which emeliorated most of the firewall issues I was having. You might try that, do you know how to reconfigure your router? If you don't, the wizard will help walk you through it, and even reconfigure the router for your is the UnPNP is setup.

Also, chekcout the forums at slingcommunity.com where this issue is often discussed.