Got out of box will not work streaming stick will not take back at store what can be done

As Strega said, you didn't provide enough information. Exactly what model Stick? Model number if you can, not just a name. What exactly is happening? Are you seeing the dancing Roku logo when it's first powered on? If so, what happens after it goes away?

If you're located in the US, Roku offers a one year warranty. But you need to do some basic troubleshooting first, and answering the questions above will be a good start. Also, Roku will need your serial number to assist you with any possible warranty replacement, so you might get that as well. We don't need that to help you troubleshoot.