The first place to look for clues is the debug console (http://sdkdocs.roku.com/display/RokuSDK ... bugConsole
). If your code is crashing, it will tell you where and why.
To work with Roku, an MRSS feed needs to expose direct links to compatible content. I've seen some providers whose MRSS includes links to embedable flash players, but not direct links to the actual content. That might be something else to double check.