Hello Terence,
Thank you for contributing to the Apple Support Communities.
It sounds like the Conference Room Display prompt is appearing unexpectedly when you're watching a movie. If you're in Settings > AirPlay on your Apple TV menu, you're in the right place to turn off this setting. If it's already off or appears grayed out, try toggling AirPlay to the "off" position as well:
From:
Apple TV (2nd and 3rd generation): Understanding AirPlay settings - Apple Support
If AirPlay is already off or the popup continues, try restarting your Apple TV next by selecting Settings > General > Restart.
From:
How to restart your Apple TV - Apple Support
If the same behavior continues, you may want to restore your Apple TV to factory settings using the steps found here:
Restore your Apple TV (2nd and 3rd generation) - Apple Support
All the best,
Jeremy