How do I make my MacBook Pro (mid 2009) running Lion, DNLA compatible?
One way would be to install p3mediaserver which is free and does provide DNLA functionality. Despite its name it not only works with a PS3 on the other end.

To install just download the .dmg linked above, double-click to open and drag the application to your /Applications folder. All folders are shared by default, but this can (and should) be restricted in the settings.



OTOH you might be better off with investing in an Apple TV box which makes the whole sharing thing much easier.