The Roku Box works together with Netflix to allow you to download and watch DVD movies instantly. Netflix, of course is the biggest online DVD rental company on the planet - they've shipped out over one billion DVDs. Kind of the McDonalds of movies, I suppose.
I've actually been a Netflix member since shortly after it launched, way back in 1999. I've heard that some people have problems with them as members, but really I've found it to be a great service. For a fixed monthly fee you are allowed to have at home a set number of DVDs which they send in the mail. There is no due date - they control the turnaround time by fixing the number of DVDs you have at home. They include a postage paid envelope for returning the movie when you're done.
They offer plans starting at $4.99 a month and on up from there.
So while it's fairly convenient, you do have to plan your viewing sometimes as it takes a few days for a DVD to arrive and you don't always get what's at the top of your list (which they call a "queue"). That's where the Roku Box comes in: You can download and watch movies in your Netflix queue instantly on your television. I say "TV" specifically because Netflix had rolled out a "Watch Instantly" feature but it only allowed you to watch movies on your PC.
The Roku Box brings instant movie downloading and viewing to the masses.
It took me all of 15 minutes to get it set up from the moment I opened the box. And by "set up" I mean hooking it up to my home theater system, configuring the box via the online instructions and browsing my first movies to pick from on my TV screen. It's very easy and the instructions are all graphic-based and meant for non-technical users.