Hmm. the Naim app can't connect directly to files on a PC or on a Mac it always goes through a UPnP Media Server.
On the PC do you have Windows Media Player installed, and if so have you disabled it's own media sharing?
If not then the with the PC source, the Naim app may be connecting to WMP rather than to Asset.
You may be able to sort this out by giving the Asset Media Server a different name to that used on the PC. You'll definitely need different names for Asset on the Mac and on the PC.