Well, I have egg on my face... I spent about an hour last night and this noon time researching the Internet for Roku HD specs, and found a lot of confusing info. Most of it was incorrect, even old reviews, as some referred to models with similar, recycled model identification codes from years ago. Roku has been around for over a decade. I'm sure now that some of Roku's own FAQs are outdated. This is what threw me off, inspite of the current product comparison page: http://www.roku.com/roku-products
The left column lists "Built-in wireless (Wi-Fi b/g/n compatible)" and all models have that affirmative check mark. Unfortunately I found their old information (FAQs, Forum Q&As, etc.) before I found this. There are spec links at the bottom of each model, which corroborates this.... So, with some embarasement, I will cancel my return authorization and use the HD model that I have. I do not own a high res flatscreen TV--just old CRTs--so this will work out OK for now. However, I could see myself wanting to have two of my TVs Netflix-capable (I'm assuming you can have two Rokus at the same time...?). I have four TVs in my house, scattered about. They are selling the Roku 2 XD at a discounted price with free shipping as a Father's Day special thru the 15th. If you're interested, just check the product page; link above. I'll have a "Chat" tonight and confirm this stuff, including the ability to have two Rokus going at the same time.
I'll likely buy a moderately large flat screen TV next year. We have a small "guest room" that hasn't seen any guests in the longest while, so my wife wants to get rid of the bedroom furnature and put up a flat screen TV, and get a couch; I think a couple of (his & hers) lounge chairs sound good. The Samsung "Smart TV" seems like a winner, and may obviate the need for any Roku-type device/external wireless receiver.
(...weary sigh....) Stay tuned.