Users have reported that the Smays brand work. Basically you need to look for 10/100 ethernet adapters (not 10/100/100, although other users have reportedly gotten some of these to work as well). Also needs to support/include AX8877X or SMSC95XX chipsets.
From Amazon, these two have reportedly worked. (Also, make sure it has its own power adapter as these two devices).
You can also the explore the possibility of just adding a drive (USB thumb drive, hard drive, etc) directly to your router's USB port if your router has a DNLA server and then access your files that way. Normally just have to enable a UPnP or a USB NAS setting from within the router so as to share files across a network. Then access them using the Roku Media Player (RMP).
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