I never did fix this-
my wife would try to watch true blood from plex on the Roku and it would go out at random times from the ROKU with that message you saw, sometimes the stream would not even start , sometimes 20, 30 minutes into an episode.
I think I read somewhere on XDA developers that plex is trying to transcode from the server and the Roku then tries to transcode from that and it causes issues on certain types of file formats
( that was months ago so I could be missing a lot of the details , but I think that was it.
I eventually went out and bought an Android TV box
here is my post from the XBMC thread
http://www.thecoli.com/posts/7978470/
My plan is to have my HTPC in the living room and these boxes throughout the house where the spare tv's are.
after we got this , my wife is actually pushing for us to cut the cord in August when the contract runs out.
she doesn't like messing around with a computer just to watch tv.