All you have to do is install the Plex Media Server on a computer running Windows, OSX or Linux and set it up. It works much the same way that the Squeezebox server does, but also allows you to stream photos and video content. Roku will play back mkv and mp4 video content with audio encoded in AC3 or AAC. The Roku 3 also supports DTS. Plex is also a DLNA server, so it will work with the PS3, XBox 360 and a wide range of networked receivers, Blu-Ray players and smart TVs. There are also Plex clients for iOS, Android, Windows Phone, Windows 8, OSX and Linux, as well as a pretty nice web client. You can even access your Plex content outside of your home and share access to your Plex server with other Plex users.
