If you've got an Enhanced Remote that features IR control of the TV power/volume, and you'd rather have the volume buttons control an AVR, give this a try:

• Let the Enhanced Remote pair normally, including controlling TV volume
• Go into the Platform Secret Screen: Home x5, FWD, PLAY, REW, PLAY, FWD
• Go into RF Remote Menu
• Go into IR transmit menu
• Go into Universal CEC Menu...
• Select Use CEC instead of IR (and update remo...
• Verify that the volume buttons now control the AVR instead of the TV, and verify that the power button can still turn the TV on/off

That will work as long as you have System Audio Control working between your TV and the AVR.IE if your TV remote controls the AVR volume then the Roku remote should do as well.