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As you mentioned above, you need to enable DNLA services on the Windows 7 computer in order to let your TV to access the shared media files including pictures, video and music.
The most common way to enable DNLA is to enable Media Streaming in Control Panel, as shown here.
"File not supported" commonly means the video format is not supported by the TV.
Be aware that even for the same filename extension such as AVI (a popular format, which must be recognised by your TV), your TV may not be able to play it due to different codecs for the video, especially for some new movies downloaded from the Internet.
For example, you may play almost any kind of video format using VLC on Mac or PC, but only a few of the VLC supported formats can be played by your TV (actually most TVs).