Cameron5
If your Roku Express is any model number other than the 3960 (found under Settings/System/About), then you are limited to using the 2.4ghz band.
Go into your router and make sure you have b/g/n enabled under the "Wireless Mode" of your 2.4ghz settings. Make sure the 2.4ghz is named differently from the 5ghz so you can verify it is actually broadcasting.
Just to test the Express wifi hardware, see if you are able to find and connect to a mobile hotspot (if available to you ) using the 2.4ghz band. In your hotspot settings, either enable the 2.4ghz band or "maximize compatibility".