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The roku device should give you a code that tells you to go to Roku activation at Roku.com/activate
Once you do, make sure you have an account there and after you log into your account, go to that URL and enter the code. The code is case sensitive. When that is complete, the device will be registered to your account.
If not, or if you still have questions, please reply with as much specific information as you can so that I can help you continue.