when you first link your streaming player on
http://owner.roku.com/ during all of the dialogs, there is a choice of choosing your PIN (this comes directly after the payment method request for adding channels) you have 3 options:
1) require a Pin for all channels
2) require a PIN for paid channels
3) never require a PIN
(I'm pretty sure thats the order, no guarantees)
After making your selection you chose a 4 digit PIN for adding channels.
Netgear WNR2000v2
Linksys WRT54G with DD-WRT Firmware acting as Client Bridge
Soundbridge M2000/M500/R1000
Roku 2 XS 3100
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It's all in the <sup>details</sup>