I've never used a Roku (I have an old logitech Revue google tv unit that still suits my most of my needs) and not really familar with hulu plus web restrictions. I am not surprised if there were some restrictions, but someone else might have a better work around. This is how I stream web content on my tv:
- My google tv unit has a web browser, it sucks, but it works. Sometimes I need to change the device code in the settings so the browser thinks it is running on a computer, but sometimes that doesnt work and I think hulu fixed that workaround iirc.
- I recently got a small device called chromecast. I don't recommend going out and buying another device and I only got this because when it was released it came with 3 free months of netflix which existing members were allowed to use, so after you subtract the cost of the three months of netflix the device was pretty cheap. With chromecast I can stream any browser tab to my tv. So with a site like hulu I just set it to stream the tab and then set the video to full screen. Gets around any web only streaming I've come across so far.
- downloading the show to your local computer and streaming it to your tv from there. This can be a longer discussion and I don't know if roku is setup to stream video from you local pc
-some shows stream episodes directly from their own website
There might be better solutions for you out there, unfortunetly I have never used a roku, but if I have some time when I get home for work today, and I remember to, I'll do a couple searches to see if I can find other solutions for you.