I've consistenlty had this issue with first Media Player on the ATV2, and now Infuse on iOS. When I first try to connect to my NAS to stream a video, it waits for a bit, then throws up an error. If I then try again it works. Clearly the HD is taking time to spin up for access and the software gives up too quickly. Perhaps we could have a timeout setting? Or adjust it to match Infuse on the ATV2 which does NOT time out for me in the same environment.
Happy to provide more details if you want.