Guess what, it turns out that the NVG510 is UPNP capable after all. AT&T just has UPNP disabled.
The Default Server setup mentioned above turned out to be unreliable for some reason. Then I found this website:
»earlz.net/view/2012/06/07/0026/r ··· he-webui
The author explains how to enable UPNP and do other secret things with the router. A bit complicated, but it worked for me.
After UPNP is enabled, just go the Slingbox GUI and it will connect with automatic setup. Fingers crossed, working perfectly so far.