I hook up an external hard drive and set up the DLNA media server. It's working great with any DLNA compatiable players in my network.
The only glitch I found is the router grab the ROUTER NAME and use it as the DLNA server name, there is no way to change the DLNA Media Server name to another name. Changing the ROUTER NAME has no effect on the DLNA server name as well. It just stuck to the old router name.
It's a bit silly I think. You shouldn't expect a user to reset the router just to change a different DLNA server name.