I have Sprint Mobile Broadband using a Sierra Wireless Compass 597 EVDO modem.
You definitely (and minimally) need a router with a USB port compatible with mobile broadband - there are a few now available such as:
Linksys Wireless-G Router For Mobile Broadband WRT54G3GV2-ST
You connect the Compass 597 EVDO modem to a router like the WRT54G3GV2-ST and then use ethernet (or connect wirelessly) to both the Roku and the Mac computer.
BIG CAVEAT: although this will technically work it is HIGHLY unlikely that the broadband throughput will be consistently above 1.5mb - resulting in a lot of re-buffering, stuttering, poor image quality, etc. DSL is strongly recommended if it is available in your location.
P.S. See http://www.pcmag.com/article2/0,2817,1849844,00.asp
for a recent rundown on the current broadband mobile picture (note that 1.2mb was among the best reported actual average bandwidth)