I have a similar problem like Shmittey. The only difference is that my problem occurs only when I connect my Beat Pro headphones via cable to the remote. There is a lot of static. It sounds like the ocean. It only starts when I start a movie. It will not go away even if I quit the movie and return to the main menu. It WILL go away only if I restart my Roku Ultra. However, when I start a move again, the static comes right back.
I wonder if there is a way to switch the radio frequency on the player. I suspect that there might be something interfering with the current frequency (like another Roku box near my house).