If you are using the Series > Season > Episode content type the preview image does not work. All you will be able to verify though the preview image would be if your categories are loading. If they are, you can then only test the channel using your Roku Box.
What content type are you trying to use in your feed? "Series" can be extremely temperamental where "movies" are pretty straight forward.
If you want, post your feed address so we can have a look at it or send me a private message with the feed. I should be able to give you an answer quickly.