If you are experiencting connection problems, sometimes limiting the ports that Windows Media Player uses can do the trick, especially when routers are involved.
The first thing you want to do is open Windows Media Player.
At the top of Windows Media, you need to click "Tools" then click "Options".
Now, click the checkbox in the middle that says "Use Ports". The port numbers should already be filled in by default. Make a note of these ports, as they will be the ports that need to be open in the router. Once this step has been done, Windows Media Player will force the server to send video only to these ports.
From here on out, you will have to deal with either your network administrator or the manufacturer of your home router. Just let them know what you want to do, and that you want to open up ports 7000-7007. Be aware, though, that most businesses block streaming video, due to the strain it puts on a nework. Do not be surprised if the network administrator at your work decides not to allow streaming video.