Well I was going through the same scenario again this morning. Roku Media Player would normally connect to Windows Media Player's settings and open up within seconds. But as I mentioned in my last post it was not doing that anymore. So, today I just left Roku Media Player on and walked away to do some other things. I came back about twenty minutes later and it had actually connected. I have it finally playing now. But, it should not be taking fifteen minutes or more to open. Then when if does finally connect to Windows of course it is a bit of a longer wait while it downloads the media. So it could be twenty five minutes or more before you can listen to your music on Roku Media Player finally. I know I have tried it before when it wasn't doing a connection to Windows Media and I have waited five to ten minutes and nothing changed. So I guess the only way it is working now is to wait fifteen or twenty minutes. Which is crazy. Something has changed. Not sure if its actually an issue with Roku or Windows Media player. But yourself and others seemed to have experienced similar issues. So perhaps it is something with the Roku player. I will just have to watch how it goes over the coming days and weeks and see if anything improves or gets worse.
My Windows Media player is connecting, the Roku player just keeps saying no plays le media found when I go to a folded to play something. All my files are MP4 and compatible but the Roku says otherwise. It's very frustrating and even more frustrating that Roku has done nothing to resolve it.
Given that Windows is involved, I'd say it's just as likely to be a Windows issue as a Roku issue. Do you have any other devices that can connect to its DLNA server? As far as I know, RMP only looks at the extension to determine if the file is playable, so if the server isn't offering up the list of files properly you'll get the "No compatible media" message (or whatever it says).
It's not every folder, some folders it will show and play the files, then in others it won't, even though it has showed and played videos in that same folder before.