OK. Forgot to say plugged unit into router via network cable. No action so unplugged cable from netflix box and plugged it into laptop. Instant connnection to Internet. Got ahold of Roku support after not too bad 25 minute wait. Physically went through all the steps again with support person with same result, NADA. Roku is shipping us a replacement unit. It has not yet arrived. I hope the new one works.
BTW, companies have been known to ship bad product to make revenue targets and then let the warantee department sort it out. They still get to record the sale. I hope that is not the case with ROKU but I always seem to experience out of the box failures only at year end over the Christmas holidays. It has made me gunshy of internet orderering electronics at yearend. I usually now wait until Feb before ordering. The ROKU box was a gift from my son who was very disappointed we could not use it during his visit.