I read the thread started by Judy, and I'm having the same issues she had, except with a different router. I'm using an Airport Express. I can see the network on Roku, but it won't recognize my passcode. I even reset my router and re-entered the passcode to make sure I was using the correct one. Roku still won't connect. I don't know what else to try, as I'm in the same boat Judy was in: I'm no expert, but I can find my way around most of the time.
Any help would be much appreciated. I didn't expect setup to take this much time.