Paul, do you check the manual ?
http://www.jstv.co.uk/joining/jstvi/manual/WDTV_Live_User's_manual_English.pdf
There you find many pics and the discription how to connect is very good.
WDTV or WDTV Live are simliar, but with different layout, but the way to connect ist similar the same
go to chapter Checking the Network Connection
User Access under WDTV = Select Source, go to Network Share, Select the name of your computer, Logging in to a Network Resource
Note
This access only works if the Network is setup wright, the WDTV is able to see “PC-Name” only if SMBV1 is setup up wright, and new User Account has access to directorys and files…
I dont know your setup at all, so it is difficult to say what is your personal prob.