I had the same problem.
First I had to go to Roku.com and create an account.
Second, I searched Roku's FAQs and found this:
Yes, your Roku player must be updated for you to view and use the Roku Channel Store. All Roku players will receive an automatic update. If you wish to use the Channel Store immediately, you can manually update your Roku player:
1. From the Roku home screen, select the "Settings" icon.
2. Select the "player info" icon within "Settings."
3. Select "check for update."
4. Select "yes" on the confirmation dialog box to confirm that wish to update your player.*
5. Once you see a dialog box indicated your player has been updated, select "ok" to restart your Roku player and finish the installation.
*There is a possibility that the Roku player will state it has the most up to date software already installed. If you receive this notification, please immediately try updating again and it will begin the update process.
The new Roku software will take a few minutes to download and then reboot. When the new home screen appears, you will at first only see the "Settings" icon. Please wait approximately 30 seconds for other icons, including that for the Channel Store, to appear on your home screen.
Once I got the code, I went back to Roku.com, entered the code, and now I'm all set. Hope that helped!