I found a version of a DLNA server for a Samsung Omnia 2, messed around a bit with it and it works on my HD2, connecting from Windows7.
Although I’m sure the server app allows you to conf. the setting via http I can’t get into this. When you fire up the server it creates an html file to access the setting but I can’t get the browser to connect. (hopefully someone my have better luck)
Anyway I have configured it manually in the samsung-mediaserver.ini file and moded the network adaptor list for the HD2.
Just copy it to your storage card and launch the SamsungMediaServer.exe.
It is set up to get the media from \Storage Card\My Document
If you want to share your media over WIFI with your desktop and want to give the software a try, read more at this XDA-Dev thread.