You really don’t need to play through a media server unless the files you have won’t play on the SMP and requires trans-coding to play that file(s).
If your files are in a format that the SMP will play, all you need to do to stream them form your PC is to add them to your media library or browse them via Widows shares.
To add them to you media library, first you need to make sure that the permissions are set so that the folder that the files are in is set to share. Then on the SMP, go to Setup / System / Media Library / Media Library Manager for Network Share / Add network share to media library, then naviagate the the Widows Share folder that you want to add.
Then go back to the Home menu, select Video, Mucic, Photos, etc. then press the red button on your remote and select “My Media Library”.
But unless you have a different media server installed on your PC, the only media server that you will have is Windows Media Player. How to set that up can be found here: http://windows.microsoft.com/en-US/windows-xp/help/windows-media-player/11/share-media