I've got my Directv remote programmed for all my devices, except the Roku.
Is it possible to program it for the Roku??
Until I acquired my Roku I had D* but I did not use their remote as I found the Harmony 880 much superior. But I believe that most, if not all, of their remotes use built in codes and have no learning function.
If it has learning then just follow the instructions and leard the codes from Roku's original remote. This is short and simple as that remote has few buttons.
If, as I suspect, there is no learning available then use the code search mode to see if there is a code available.
After both those fail you can get a good universal remote to control all your devices.
I have a Vunow, Roku, 400 disk DVD changer, computer to TV adapter, DVD recorder, 2 VCRs, 3 AV switches, a projector, and an LCD TV all blissfully controler by my Harmony 880. (When I still had D* my two DTiVos were also in that mix.)