I'd like to support IvanR8's solution with one minor correction... DO NOT RESTART!
So something weird in the protocol stack is causing the Net Broadcast to close.
I figured out the the NetworkID wizard just asks the question so it can figure if you are a Domain or a WORKGROUP... and always starts from the default of . my computer is part of a busines..BLAH BLAH,
If you choose part of a home network...even if you are already part of MYWORK or MSHOME.. it will change it to WORKGROUP, much like doing a network troubleshoot changes it to DHCP
But what I did notice is that after you press that button, it shows up on the WDTV, and you can navigate to it (after you put in your credentials) fine.
If you immediately follow through to the restart as it suggests to "join the Workgroup you must restart" bit, you will loose connection. Just don't restart; and if you do, just press the NetworkID wizard > home Network, and don't restart again.
I'll look further into the issue with some network guru's and see if they can lead me to a GPO or something.
We know it's not firewall after you add let Port 445 TCP/UDP through (that killed all Windows sharing)
and it's not the network browsing and Advanced Sharing settings.
Its' some quirk to do with Workgroup Broadcast. Might want to check these services are running
Peer Networking Grouping
Peer Networking Identity Manager
I've got it working for now, I'll try some other things next time round.