I couldn't make this work at first but I finally figured it out. By the way I'm on a Vista Ultimate machine with Windows Firewall and a Java JRE of 1.6.something.
Now you could just add the Java binary as an exception to your firewall and the PC will finally see the PS3, but I was paranoid about making Java as a program exception so I just made a custom rule in Windows Firewall.
Go to Windows Firewall with Advanced Security.
Click on Inbound Rules on the left pane.
On the rightmost pane name Actions click on New Rule.
Click Custom radio button. Click Next.
Browse for the Java program which in my case was C:\Program Files\Java\jre6\bin\javaw.exe. Click Next.
Choose TCP for Protocol type. Select Specific Ports for the Local Port and enter 5001. Click Next.
For the next few screens I just left it at the default setting.
And it works! For my case anyway, for simply streaming the videos.
I just put this out here because I couldn't find anything here on how to work with Windows Firewall (Or I didn't use the search function). I hope someone else who really knows the Firewall settings could improve on this guide and improve on it security-wise because I'm not sure if I made my PC vulnerable by allowing 5001 for Java. (My first guide ever on the net, so be nice )