I dont know why your files doesn't play when double-clicking on the mac (they do on my end) but ...
You really dont need PC/Mac Lan to share between the two machines.
When using the Connect to on the Mac, the workgroup which your PC is a part of should appear. Choose the PC and the shared volume.
You of course have to enable sharing for individual volumes on the PC in the Properties->Sharing->Share this volume on the network.
To see your Mac-files on the PC:
Enable Windows file Sharing in System preferences->Sharing
This will only allow acces to the home directory of the user you log in as. To get access to other volumes you need to get Sharepoints:
http://www.hornware.com/sharepoints
This control panel lets you share any volume on your Mac over SMB.
To make it tidy and add your Mac to the same workgroup as the rest of your PCs, open Directory Access (Applications->utilities) Select SMB and type the same workgroup name as your PC.
Hope this helps.
Espen Olsen
Lyd & Bilde as
Oslo, Norway