For jumbo frame to work properly, the entire network PATH between the two devices needs to support jumbo frame up to the frame size you wish to use - so, you have the two end points - the DNS-323 and the computer, and the network linking them, which is going to be at minimum two cables and a switch or router.
What size frame does the switch/router support?
What size frames do the DNS-323 and computer support?
The switch frame size can be larger than the other two, but never smaller.
Next - how are you testing?
Jumbo frame is only worth the trouble if the file sizes involved are large enough to make it worth your while.