The easiest way...
1.) Download Swap program from Roku
2.) Copy swap program onto a 128MB or larger compact flash card
3.) Insert compact flash card into Roku
4.) Run Swap program on Roku via the user interface
It may take a few minutes before the swap file is created on the compact flash. From this point forward, you need to leave the compact flash card in the Roku and re-run the swap program every time you reboot.
There are more advanced concepts that have been written about several times on this forum if you search for "swap". You can have the swap file on a network share. You can have it mount automatically so you don't have to go through the trouble on every reboot (there was a good, step-by-step thread on this).