I got this feature to work, after much testing. Not sure I learned why it started working, so perhaps this post is really just INSPIRATIONAL.
Installed Win7 Home Premium on a laptop. Have 3 total dlna clients - 1 xbox premium, 1 xbox elite, and a samsung lcd tv that has a dlna client built in(I think that's only true with this current year's models).
I can not play any .wma to any of the 3 devices.
I can play mp3s stored on the win7 laptop and also mp3s stored on my Windows Home Server (HP MediaSmart EX485, with no powerpack 3 beta). I also successfully used "play to" to see jpgs on both xbox, and a transformers 2 .avi to both xbox. I could pause/ffw/rwd from the small 'play to' list, but could not control the playback from the xbox itself.
I got 4 seperate errors at various times. I'll paraphrase due to my faulty memory...
- Can't control the client
- obtaining media-information from mediaserver failed
- media not supported
- device isnt ready
I had no trouble, at any time, with my win7 windows media player FINDING my 3 devices.
In the end, I rebooted the win7 box "1 more time" and it all just worked.
If I had to guess... I don't believe your devices (xbox, for example) need to have network access to the media that sits on your WHS. I think you only need to ensure that your win7 machine can access the song on the WHS. I do, however, have that same WHS media available directly from my xbox's dlna interface (thats the non MediaCenter one on the dashboard).
Consider me a working example. Any questions you have... I'll do my best to answer.