Here are some places to get you started:
1) sign up for a developer account and download the SDK:
http://www.roku.com/developer2) Check out the Developer blog:
http://blog.roku.com/developer/3) Check out the tutorials thread and links within compiled by kbenson:
viewtopic.php?f=34&t=39944
Netgear WNR2000v2
Linksys WRT54G with DD-WRT Firmware acting as Client Bridge
Soundbridge M2000/M500/R1000
Roku 2 XS 3100
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It's all in the <sup>details</sup>