Unfortunately Roku has no way of streaming ESPN 3. Since you know how to hook up your laptop, the only way to stream is to sign up for ESPN 3, and stream from their site. It's not as easy as just adding a channel to Roku, it doesn't exist. Click here, and click the "watch now" button. It's free if you have Comcast, and possibly on other providers as well.
ESPN 3 is available for streaming only on the XBox, or your computer.