Hello Tia_101,
It sounds like you are unable to use the Vevo app on the Apple TV because it makes the device unresponsive when you try to 'go back' using the Menu button and you need to unplug it to restart it when it happens. I would start by restarting using the Settings menu and then re test the issue. While unplugging the power from it and plugging it back in will restart it, it is similar to doing the same on a computer and would be a good idea to let it complete a normal shut down and startup:
Apple TV: How to restart your Apple TV
http://support.apple.com/kb/HT3180
If the issue persists, you have 2 options. Either you can reach out to the Vevo support team for additional assistance:
Apple TV: Third-party content provider information
http://support.apple.com/kb/HT4799#vev
Or you can restore your Apple TV using a computer to reinstall the operating system on it to help resolve the issue:
Apple TV (2nd and 3rd generation): Restoring your Apple TV
http://support.apple.com/kb/HT4367
Thank you for using Apple Support Communities.
Cheers,
Sterling