I can't quite tell from your description: is the outlet you are plugged into a USB port on the TV, or are you using the power adapter that came with your Roku and connected to a wall outlet? If you are plugged into the TV, then the message is accurate and you should be using the wall connection.
Dan
Roku Community Streaming Expert
Help others find this answer and click "Accept as Solution."
If you appreciate my answer, maybe give me a Kudo.
I am not a Roku employee, just another user.