LAN Content - works fine:
DLNA (Digital Living Network Alliance) is a standard technology that enables sharing of content between devices connected over a network. To play content stored on another device or computer on your Roku device using DLNA, the other device must be running DLNA server software and must be on the same network as your Roku device. Some routers and NAS (Network Attached Storage) devices have a built in DLNA server.
Roku Media Player has been tested to work with the following DLNA servers:
Windows Media Player/Center
For information on setting up a DLNA server, consult the associated online support site.