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Normally updating the SlingStudio firmware (the internal firmware that makes the SlingStudio work) should be an easy, very hands-off process. When you are notified via the Console app that an update is required, you can let the app take care of it automatically.
… then there could be a problem that needs to be resolved.
Here are some things to try:
If none of those things help, please contact SlingStudio customer support for assistance.