Log into your Roku account at https://my.roku.com using the email address that appears under Settings->System->About on your Roku device and look at the list of linked devices. Make sure there's not any you don't recognize. Perhaps you returned, sold, or gave away a device that's still linked to your account. Another way unwanted apps get installed is from advertisements in screensavers. I don't know if that app is one that goes floating by, but make sure you don't press Play/Pause when the screensaver is active or you'll install the advertised app.
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