I am trying to set up my new Roku. I have plugged it in to the power outlet, and have connected it to the TV. The Roku is showing a blinking white light. I got a message on the TV (briefly) that said "You have new hardware connected to your TV. Do you want to use it?" but neither the TV nor the Roku remote seemed to select the answer, which went away with no further actions allowed. No set up screen has appeared at all.
How do I get a set up screen so I can start playing with this toy? I've tried unplugging the box from the TV and reconnecting, and pointing the Roku remote at the box and hitting "select," but neither has worked.