I had this same problem today. I couldn't connect wirelessly anymore. The MAC address was all zeros for wireless, but had what looked like a valid MAC address for the wired network. I connected "(wired") my roku to my router and restored from factory settings. When the roku came up, it automatically downloaded the latest software. When the roku reset itself to apply the software, I unplugged it from my wired connection. When the Roku came back up, it was able to "see" my wireless network again and I was able to connect.
I'm guessing that I could have just downloaded the latest software when I connected the roku to my wired network, and didn't need the restore from factory settings.