I got roku to work wireless. But movies stopped and loaded to often so I wanted to try it hard wired to see if it would be better. How ever I get "cannot connect to your local network". I even tried plugging right in to my DSl box with same results. What else could be wrong?

Did you try a new ethernet cable? I had the same problem only I was going through a switch and was plugged into a bad port. Switched ports works fine. did you switch from wireless to wired in settings?