If you haven't already done so, go in to the Roku network setup, and reset the network connection. If you're using WiFi, you will have to re-enter the SID (name) and password for the WiFi router. If you are using a network cable between the router (or cable box) and the Roku, then you won't need to supply any information.
That might help.
So it can have its own network. I see it as an available network I can connect to on my computer. So is it already independent of the router?