Well, I'm responding to my own question, and that is because I think this page gives me the answer I need (but not the one I wanted). Seems it can't be done:
http://www.cnet.com/forums/discussions/external-speaker-volume-control-with-samsung-tv-392401/
I bought and returned a Bose soundbar.
I have a nice set of Bose Companion Speakers that stream Pandora via my laptop.
I can attach those same speakers to the TV/Roku using the RCA (Bose) to Audio Out (TV).
The sound is good, BUT....am I always going to have to control the volume from the knob...