For the casual Sling Box user out there, I thought I would pass along this tip I found in the forums.
You can add the SlingPlayer to a USB key and run your Sling Box from almost any computer.
Once your Slingbox is up and running, copy the Slingplayer directory (C:\Program Files\Sling Media\SlingPlayer by default) to your USB key, then run Slingplayer.exe from the key.
The directory runs between 65 and 70 mb so you'll want a 128 mb key if you use the default files. However, if you remove extra language files or skins you should be able to get it below 64 mb.