These ftp mounts are crude hacks and not something I would call a feature. Real NFS/SMB/AFS/CODA/whatever would be cool. But I understand that this is not a feature you can sell to the average Joe.
Therefore I'm perfectly happy that one can use a Java based software and that you can download it from the Player itself.

Which brings me to a new idea: http support? MP3-streaming a la Shoutcast? (Too bad you can't forward/rewind/skip/serach playlist via Shoutcast