SteveZ, your problem can be two pssible reasons:
1) MTU Size of the network
2) Network connection type PPPoE and "Connect on Demand" feature enable.

In the first option you can do it by changing the MTU settings on the router, what I can tell you is that the Slingbox uses 150kbps of MTU size, so setup your router to work that way.
And for the second option call your ISP and request some assistance, but first ask them what type of connection you have at home, if is the one I described, then just tell them to change the connection type from "Connect on Demand" to "Keep Alive" mode.

Viper