This is from the Roku FAQ:
How does The Roku digital video player connect to my TV or stereo?
The Roku digital video player has a full complement of connections to support virtually any TV or AV receiver. While you only need to make one video and one audio connection, the Roku digital video player gives you the flexibility to connect in the way that works best for your setup.
Composite video
S-Video
Component video
HDMI (video & audio)
Stereo audio
Optical Digital audio
The Roku digital video player only includes a composite cable and customers should order the premium cable pack to get all the other video cables. An Ethernet cable may be purchased at a local electronics store.
So if your television doesn't have HDMI inputs you can connect it via the red/white/yellow cables.