Do you have it connected by Wi Fi, or wired? Mine didn't work very well connected via wireless but hard wired it's fine. Especially if you have a lot of other traffic on your network then wired might be better, if you have it hooked up via wireless now.
In the settings tab on the Roku 3 there's two choices for audio, stereo and surround sound, maybe try changing that. Mine's set to stereo. there's also a setting for sound effects volume in there, I changed that cause on ours the sound effects were too loud! I have that set on medium.