media:connect by Persona Software. It uses the Twonky Server already built into the My Cloud NAS. It plays your media files stored on the My Cloud and you can also play the playlists that you have made using iTunes or Windows Media Player.
I have been searching for a way to simply get a player that could stream the WD NAS with playlist. The WD My Cloud app for the iPad does not allow the playlists and has a very awkward setup.