RokuChris already gave you some pointers (that you responded to) in the other thread you created where you asked the exact same question:
viewtopic.php?f=34&t=54174roUrlTransfer is the component you'd need to grab the HTML from the site you want to scrape. Extracting the data from that HTML, as gonzotek mentioned, is entirely dependent on the site itself.
That being said, the Roku is very limited in the video encodings that it supports, particularly when it comes to live streams. Generally speaking, if it plays on a iOS device, in most cases, it'll play on the Roku. Otherwise, you may not have much luck.
