Are you referring to using the Roku app on your phone? They did just release an update in the iTunes store this week. But remember that the app is only controlling the Roku. You can't open a channel on the app and see it on the phone.
I just tried the app to my Ultra 4800. I first connected to the device, then I hit the Channels button at the bottom of the remote window and selected YouTube. It forced my AVR to switch to the Roku input (this is done via HDMI-CEC, there's no control over that with the app) and YouTube then started.
Remember that the device with the app (your phone) must be connected to the same home network as the Roku, and the wireless settings on your network must allow wireless devices to see devices on the home network. Some network routers/access points have a security setting that blocks wireless devices from seeing other devices on the network. If you have a "guest" wireless network, this is certainly enabled.
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