Well, I have bought a 200GB Hard Disk to connect it with Roku.
I've an external USB Hard Disk, but Roku don't recognize it.
What can I do ?
Is the USB Roku connection for this kind of things ?
Can I install the Hard Disk internally ?
Unfortunately the USB connection on the Roku can't be used for accessing external USB hard drives.
The Roku is really designed around accessing data via the network e.g. via something like SMB (Windows Networking).
Its possible to buy something like a Linksys NSLU2 which would 'network enable' your external hard drive.