Last time I tried this, seems like there were a couple of versions of the Roku app, one that worked and one that didn't. Follow the instructions on the MB3 site to get the correct one, still in beta, I think.
Anyone else having this problem. I navigate to a movie then press ok and it beeps but nothing ever happens, then I can't even exit MB app.
said, make sure you are using the proper app. (He's right, there were multiple apps at one point and this did cause some issues.) Roku 3 has been being used to access my MB server for the last month now and has had fewer problems than any other means of access. It has been flawlessly smooth. I'd go to the MB site and make sure you have the right app, and if you do, then I would post in the Roku forums there. They are usually very quick to respond.
For reference, my brother is accessing my MB server right now and it is Roku app v 1.73 (the most current).