Have you double checked that you have the "Enable Wireless Programming" option checked in the Tools menu of NevoStudio?

If you do have that checked, are you holding down the Home button on the SL for about five or so seconds and hearing the double beep from the SL?

Does the SL look like it has connection to the wireless network and have you confirmed that it has a proper IP address from the Settings screens on the remote?

I use Linksys routers and have never had to open any ports, so I can't say whether you have to do that with yours or not, but I haven't had any problems with this issue.

As for the NevoLink, are you detecting the NevoLink in NevoStudio? If not, you should try to perform a reset on the NevoLink. Make sure the NevoLink is powered and plugged into the network with a Cat5 cable, then go to the NevoLink tab in NevoStudio, click on the reset button (looks like two triangles pointing at a circle) and enter the mac address of the NevoLink you have (the mac address is printed on the bottom of the NevoLink itself). This has helped me on more than one occasion for setting up my NevoLinks, so hopefully it works for you too.