Maybe this can help. A wireless router still has wired connections on it also. You can keep your desktop connected via a wired connection and the rest of the wireless items you want can be connected via wireless as long as they are wireless devices.
Below is a diagram that may help in understanding how it could be hooked up with multiple devices. Notice that the wireless router does have regular ethernet ports so that you can connect some things like your desktop to it via wired. Not all wireless routers have ethernet ports so you just have to make sure when you purchase one that it does have ethernet ports on it as well. Anyway, hope this may help a little.
Also to answer your above question, yes you can use the roku box through your home theater system. keep in mind that the samsung player you saw still requires the exact same thing in terms of a wireless router in order to connect up to netflix.