OK, this is for anyone who hasn't got it working yet - hope it helps..
I'm assuming that you've downloaded the programme, set up an account, added the folders you want to be able to use, etc etc. The first thing you need to do is allow access to port 80. The process depends on which firewall you are running, but it should be easy to navigate it and add a port on the "allow" list.
Then, go to the Orb main site on your PC. You can check to see if the videos are up ("Open Application" --> "Videos"). Next, on the bottom of the page, click the numeric value next to where it says "Web speed." It should bring up the Control Panel. Here, click "Streaming Formats" on the left, and choose "Orb Flash Player" (it would be on Windows Media by default). Remember to click OK/Apply.
It should now work on the Wii. I had the same problem with it getting stuck loading music and video, but after I did this it worked. It shouldn't load for long if you have a fast enough connection.