What counts as "Connected Media" for the Music player? In the music app, there is a Connected Media tab. It shows up my router, a Belkin Play Max, but it does not show up my NAS device, which has an iTunes server and a "Media server" of unspecified protocol (at least it's not stated anywhere in the web interface). Neither of these show up.

What does this tab connect to?

EDIT: The device is the Desire HD running Android 2.2 as installed on it by default.
From the HTC Support Page:

What is Connected Media and how do I use it?
This is a new application that allows you to play pictures, music and videos stored on your phone or on a media server to DLNA supported device such as a TV, Music player or even speakers. To access Connected Media All programs (button on the lower-left of the screen) &gt; Connected Media.

So, anything that is DLNA compliant should show up as a connected device.
Here is more information on Connected Media from HTC.