The problem is most likely something wrong with the file format.
Although you may have an .mp4, that is considered only a container and
can vary greatly in the actual encoding. I have placed a sample video
you can download from
http://www.ro-connect.com/support.php under the
"Video Support" heading. If you are still having problems with that
video then there is something up. However, if that video works then
you can be sure there is something off on the video formatting. There
is also a list of supported video formats on the support page. The
support page also has a link to download Handbrake, which will rip
DVDs to a format readable by your Roku player.
-Saul