Here's more details I've collected on the problem:
* When I try to share content in WMP11, it can't see the DSM-520.
* If I disconnect my AT&T DSL modem from my router and reboot the router, everything works. The DSM-520 sees media servers, WMP11 sees the DSM-520. Reconnect the modem to the WAN side of the router, it all stops working.
And here's the solution (I found on a Linksys forum):
* "...in the [router's] security tab, enable multicast filtering..."
I guess most routers have this enabled by default, even earlier versions of the same Linksys model (BEFSR41).