OK, start fresh. Don't bother with a direct connection, or making a bridge. Just have it set up as normal, Xbox to router and PC to router.
Which instructions have you tried?
These are the latest ones I can find on Xbox.com since the redesign:
http://support.xbox.com/en-gb/Pages/...yer/media.aspx
It
should normally be a case of "it just works"... I have had issues with WMP sharing before, but normally where it isn't refreshing the library properly, not anything like you're having where it won't see it at all.
Windows Firewall shouldn't be an issue.
One thing you can try if you still cannot get it to work is PS3 Media Server:
http://ps3mediaserver.blogspot.com/
I use it to stream to my 360 & PS3 (although it's aimed at the PS3, it does work with the 360 & does recognise if you have a 360 on the network instead of a PS3). It also handles more media containers & codecs than WMP (it'll transcode anything the PS3 won't natively play, I think it will do the same for the 360).
Another alternative is TVersity, but I don't really like that, personally:
http://tversity.com/