By extendar, such as xbox 360 or PS3, in order to have connection to my PC.
I forgot to ask, will I be able to use Media Players DVR?
Roku is an Internet streaming device. It streams content from providers (Hulu Plus, Netflix, Amazon Instant Video, Crackle, and a whole boatload more) that have created channels for use with the device. You can find a list of official channels here
Some have successfully streamed local content local content using Plex or other channels and local server setups. Those that have done that can offer their opinions on how well it works.
If you're wanting to use Windows Media Center (is that what you mean by "Media Players DVR?"), you may want to invest in an Xbox 360 and a Windows Live Gold account. That gets you the major channels that you get with Roku (the ones I mentioned plus others). Also, Microsoft to Microsoft will likely work better than Microsoft to third-party.
Roku 3, Roku 2, Roku 2 XD, Roku Stick (3600)
Apple TV (4th gen), TiVo, Chromecast
Roku Stick (3500), Roku 1, Roku 2 XS, Roku LT(2400), Roku XDS, Roku XD (2050)
Apple TV (2nd, 3rd gen), FireTV, FireTV Stick