How do you watch Video over a wireless network

I have Ubuntu edgy on my IBM thinkpad as dual boot option.  I use the wireless to conect to the network and Internet.  I have video on my may computer shared and can see the files, but they will not play over the wireless.I use VLC.  If I copy the file over locally it will play.  I know I am missing something simple.Also, I have to manually conect via wireless every time I start the machine up.  Where can I set this to automatically connect.Thanks