You generally have to switch your TV's input from the one for the cable box to the one that the stick is connected. There's a setting under Settings->System->Control other devices that you can enable if it isn't already that will tell your TV to switch to the Roku's input when you press a button on the remote, but your TV has to support it and I don't know if a TV that old would.
Have your ever been able to watch a video? Your TV has to support HDCP (copy protection). What's the manufacturer and model number of the TV? It should be easy enough to look it up.
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