I was puzzled the same problem — want to watch videos from your PC on your smartphone, but so as not to open the smb ball, not to copy on a flash drive film and, after viewing, delete it.
Ideally, the decision about this: have the server part on the computer, have the client on the smartphone. From the client I get a list of files in a predefined directory tell the server that it would be necessary to start streaming the file as the source of the stream, the client cling to the stream and watch it.
Found in the market remote vlc, but not until the end did him (vlc never yuzal) and not sure he will allow you to choose a stream, not just the one that airs now.
As an extreme option, prompt the player for Android that can play files through smb:// without copying them first to a USB flash drive.
Oh yeah, on the computer windows :(