Actually, if your files media reside on a Windows 7 machine, there is no need to setup any 3rd party server SW. Just enable streaming thru Windows Media Player.
Thats assuming your device supports connecting to Windows Media Player which most third party non-Microsoft devices dont.
The whole point of DLNA is to have cross platform media streaming capabilities that dont have file type dependencies or stringent hardware requirements.
For example, if you had a library of 1080p encoded Blu-Rays using the h.264 in a MKV container, you need pretty decent hardware and a lot of bandwidth to play that back. The media streaming capabilities of an Android phone or a Blu-Ray player wont be able to decode a file using that type compression. Furthermore, wireless networks often can't handle the bandwidth required to stream a full 1080p signal.
A DLNA server has the ability to transcode media into a format that is compatible with the device its being played back on. It can also lower the bandwidth for your media to make it more appropriate for the device its being played back on. There is no reason that you should be streaming full 20+ Mb/sec 1080p video for a small portable device like a smartphone or tablet computer. So you could maintain your library of 1080p Blu-Ray rips and you wont have to worry whether or not your Xbox 360, Blu-Ray Player, DVR, web browser, or laptop computer can handle the format that the video is stored in. The server does that for you.
One other advantage of DNLA is the ability to maintain a consistent database of your media without having to rebuild the library for each of your devices. My movie library already has the correct name of the movie, studio, genre, MPAA rating, cast, and even poster art for the movie itself. When I browse to my movies on my Xbox 360, on my Sony Bravia TV, or my Laptop, the icon automatically becomes the movie poster and I can see most of the details about the movie without having to do anything extra.
