First, most Roku players do run warm, especially the Stick. My Premiere has been on for many days, and it's warm to the touch.
None of the Rokus I use with a wireless connection have issues staying connected. I see complaints with the Express often, but not any other model.
Before returning it, there's a couple of things you can try. First, just move the Premiere a few inches in any direction. The size of the wavelength at WiFi frequencies is very small, and you might be sitting in a null spot. If that makes no change, try changing the channel your WiFi router is using. Most are on Auto by default, and they don't always pick the best possible channel. On 2.4 GHz, you can use any channel from 1 to 11. Typically the best channel to use is at either end on the middle (1, 6 or 11). Sometimes a little experimentation does the trick.
Dan
Roku Community Streaming Expert
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