but if I can attach an antennae and the Roku that would be great. Any explaination as to how this is done? We don't have our units yet to look at the connections.
For the antenna, it depends upon how new/old your TVs are. It you have modern TVs with digital turners, you just hook the antenna up directly to the TV/antenna input of your TV (and tune the stations with your TV's remote). However, if you have an older analog TV, you will need to get a DTV converter box (often around $40), and put that between your antenna and your TV's input (in which case, you would tune the antenna/TV via the converter box).
For the ROKU, you hook it up to the TV pretty much the same way you would hook up a DVD player player to your TV. On most TV's this is a different TV input than the one you hook the antenna up to.
NOTE: Most TVs these days have enough separate inputs, that adding a ROKU and a antenna (and possibly other devices as well) is not a problem. For example, I have a lower end (720P off brand) 32" LCD TV, that still has enough inputs to have all of the following hooked up at once: An antenna (for over the air TV), a PC (using the TV as a "monitor"), a ROKU, a combo DVD/VCR, and an XBOX 360.
However, the number of different TV inputs does vary with TV brand/model, and so there is a possibility that your particular TVs would be limited to the number of inputs. If that turns out to be the case (and most TVs these days at least have enough inputs for both an antenna and at least one video device, such as a ROKU, at the same time), you would still have the option to buy/install an external audio/video switch, in order to hook up more devices than your TVs physically have inputs for.