I see that you are having issues with using the Roku streaming player. Below I will provide an link to our Roku streaming player FAQ that may help to alleviate some questions you may have. Also if you are looking for a solution that does not require that you use an mobile device as an handoff I would recommend the Slingplayer for Amazon Fire that was recently released. I have provided an link to the information regarding this platform.
To stream to the Roku you will only need to open the phone, and in the upper left hand corner should be an option to change the stream over to the Roku. Choose the Roku from this list, then hit connect. It will begin streaming on the Roku once you hit the connect button. I just tested this in the lab, and I was able to keep a video stream on the Roku after turning the phone off. The stream is completely handed over to the Roku.
If you do not wish to use a mobile device, you could look into getting an Amazon Fire TV. This comes with a built in SlingPlayer application just as the Western Digital device does. Below is our link for the SlingPlayer on Amazon Fire TV FAQ, this should answer any further questions:
Hope this helps!