Either I'm a bit confused by what you're saying, or you're a bit confused by the USB port
You can hook an external HD directly to the Roku USB port, without having to worry about your network, a server, etc. However, if you want to watch movies on that HD over your entire network, then the HD needs to be hooked up to a computer on the network. There are a few 3rd party channels out there that will allow you to stream the movies over your network without having to plug anything into the Roku. Some are easier to setup than others.
I'm sure others on the forums will pipe in with what they feel is best, but you can also do a quick search in the forums for "streaming local content" and come up with a number of options.
C. Shawn Smith