have not tried yet, i usually use windows media encoder 9series to stream the music over....if anything there are some pocket itunes programs that work well to stream from itunes
and if you dont have itunes, you can download it for free and just import your music for use when streaming to your ppc :) thats what i did and that also works well if you want to select songs
sorry i have not tried wmp10 and opening songs from a folder over the network yet