Some have suggested that one way to record SlingPlayer is by using a screen recorder.  Here is a link to one of the tools that has been mentioned: Camtasia.

http://www.thefreebiesblog.com/2007/11/22/camtasia-studio-313-free/

Originally offered to the subscribers of a specific magazine, those offering the software have agreed to honor any request that may come in. 

When I last tried the screen recording approach, I was disappointed, but it may do what some need.  It does not come with my recommendation - just a pointer to the software.

Floyd