From Roku Media Player
The Roku Media Player channel enables you to play back personal video, music and photo files from a DLNA server on your local network or a USB drive attached to a USB equipped Roku.
The following media file formats are supported:
Video — MKV (H.264), MP4 (H.264), MOV (H.264), WMV (VC-1, firmware 3.1 only)
Music — AAC, MP3, WMA, FLAC (firmware 5.3 and later), WAV (firmware 5.3 and later)
Photo — JPG, PNG, GIF (non-animated)
You are limited to those file types. I have a Roku LT and played mp4 files from My Book Live using the WD DLNA server and previous installedTwonky DLNA server.