Roku - Error Code 014 - Cannot connect to LAN

When trying to connect to the wireless network I was getting Error Code 014 & a red cross on local network connection.

First make sure your wireless channel is not set to auto, change to number 1, 6 or 11 for example.
Then I also went into a hidden setting on the Roku box to disable pingback.

Press the following on your Roku remote

Press the Home button 5 times
Press the Fast Forward button 1 time
Press the Play button 1 time
Press the Rewind button 1 time
Press the Play button 1 time
Press the Fast Forward button 1 time

This will get you to a hidden settings screen from where you can disable pingback.

Once this is done my Roku box connected fine.