How to make a swapfile

I have a Roku HD1000 which is wirelessly connected to my home network 
(Mac OS 10.3.4) and working OK. 
Most of the third party apps for the Roku recommend a swapfile, which 
I guess is like adding extra memory for the Roku to use. 
How do I go about making one? I don't know Unix. 
Does it have to go on a CF card, or can it go on other types of cards to keep 
the CF slot free for artpaks? )I assume it has to stay plugged 
in to the Roku to Work.) 
I am willing to spend some time doing it but I need very detailed 
instructions, i.e. the instruction "FTP into the Roku" is not  enough. 
I do know what FTP means, but not 
how to do it into the Roku.