Wait- here are the instructions in the SDK:
1) Add the Roku CA certificate to the web server’s certificate authorities keychain. The Roku CA certificate is available in the SDK distribution package, in certs/cacert.pem
2) Configure your web server to reject any connection that does not have a valid client certificate.
3) Check the X-Roku-Reserved-Dev-Id header in the request. It should contain the Developer ID of your application. If it does not, another application on the Roku is attempting to access the server, so the request should be rejected.
The clients (anonymous users on the net) won't have any certificates on their machine. I'm not understanding - if the web server that I'm using has no server-side key, how do I verify valid client certificates?