That settings screen is new with the Roku 2. It might be available in the 4.x SDK, but that hasn't been released yet, and isn't available for the older Roku 1 units, so you're probably best off recreating it, if you need that functionality.
My Channels: http://roku.permanence.com - Twitter: @TheEndlessDev
Instant Watch Browser (NetflixIWB), Aquarium Screensaver (AQUARIUM), Clever Clocks Screensaver (CLEVERCLOCKS), iTunes Podcasts (ITPC), My Channels (MYCHANNELS)