In most cases this means that the server cannot access these files. KooRaRoo server is a Windows service and services have less permissions than "normal" applications. This means that you can see your files in KRR's GUI, but you cannot play them.

There are two main fixes, depending on your specific set up:

1) configure your NAS to allow anonymous/guest access and don't put any restrictions on the folders with files
2) set KRR server to use your Windows account

Typically, you'd want to try the first and if it doesn't work, go for the second option.

To configure KRR server to use your Windows account please follow these steps:

1) run your Services Manager by typing "services.msc" into your Windows' search prompt
2) find "KooRaRoo Media Server" and double-click on it to bring up its properties
3) go to "Log On" tab
4) tick the "This Account" radio button and enter your Windows logon name and password (or leave password empty if you don't use one)
5) click OK to apply
6) in KRR restart the server using the stop/start button on the toolbar