Just received Streaming TV Box Device But It's Not Working

Received an email that I was eligible for a free streaming device, so I signed up and it arrived today; however, it doesn't seem to work.  All I get the the Welcome screen output to my TV, then nothing.

I am using my own Motorola cable modem / router (not renting one from Xfinity).

I tried both connecting the streaming device via wireless and via ethernet cable, no difference, still doesn't work.

Is this a supported configuration?