Are you navigating to the files in xbmc, or via a file manager? If you are doing it via a file manager it that would explain the issue.
Edit: that is of course if you can manage to get xbmc to find network shares. I've had intermittent problems with this, the android version is super buggy.
Edit 2: xbmc is not available on the play store, you can only download it from xbmc.org
Edit 3: upnp shares seem to work fine though (slingbox uses upnp so you already have a server set up)