All of the content available on the Roku is available on demand. I'm curious as to why you would need/want to record it locally? If you're talking about recording PPV, that's a different story, and definitely not appropriate to discuss here.
My Channels: http://roku.permanence.com - Twitter: @TheEndlessDev
Instant Watch Browser (NetflixIWB), Aquarium Screensaver (AQUARIUM), MainSqueeze (MAINSQUEEZE), iTunes Podcasts (ITPC), Justin.tv (JUSTINTV), My Channels (MYCHANNELS)