A couple months ago I tried to find a way to stream video from my PC to my Roku XD.
I had two requirements:
1) It needed to be free
2) It needed to be (relatively) easy to set up
You know what I found? A whole bunch of nothing.
Jump forward to a few days ago, when I accidentally stumbled on Plex (plexapp.com).
Plex has two parts, a server that you run on the computer (Mac or Windows) that you want to stream the video from, and a client (available for iOS, Android, Roku, and others) that you run on the device you want to stream video to.
Setting up the server is pretty painless. Download and run the Plex installer, and then after the Plex interface launches, tell it where to find your media. There are several preset categories (such as Movies, Music, TV Shows) that you can all point to different locations on your computer.
Setting up the Roku is even easier. Go to the Channels menu and add the private channel "plex". Once the channel shows up on your Roku, you just have to launch it, choose the settings option, and then choose the option to scan for Plex servers.