welcome to the forums.
Try searching again: WGY AM 810 Schenectady, NY is listed within Radio Roku as ID # 32515 and should easily be found either on http://www.radioroku.com
or on your SoundBridge. It will only play, though, if you're in the USA (Clear Channel stations are geo-locked, so the rest of the world unfortunately will not be able to listen to these superb high-quality pearls of broadcasting).
BTW: For all questions concerning Radio Roku and/or specific stations please post to the forums Internet Radio and Roku Radio Snooper
or RadioRoku.com General Discussion
. Many thanks.