Technically MY Roku (XDS) can connect to a wireless drive. However it involves using third party software and your personal computer. Basically you have to run software on your computer to read the content and stream it to the Roku. There are a few software titles to do this. Wha it five times easier though is to just put your content on a thumb drive and plug the thumb drive into the Roku.
Hello,
I'm interested in the Roku but I want to make sure it can wirelessly connect to a hard drive that is currently connected to my router. Basically, I want the Roku in the living room, my router and shared hard drive in the kitchen, and my computer off and in the bedroom. Is the Roku capable?
Thanks!

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic