Solved! How to get Roku to work without internet

That's like saying I want to drive the car but it got no tires! :D

Must have Internet, but Internet access can come through several methods:

You boring broadband cable/DSL phone line.
Cellular network through your smart phone (not gonna be cheap).
Satellite (for the boonies, outer Alaska? maybe, depends local availability).
Point-to-Point WIFI (for folks with acres who wants Internet at the shed and can't run a cable).

So take your poison.