Well first you gotta have Windows XP, can't have something older.
Connect to your pc through ethernet, I use a router to have my 360, modem, and pc all connected.
go to
http://xbox.com/pcsetup and download Windows Media Connect
Share which folders you wanna share
EDIT: Oh damn I checked it out, you need Zune program now? Damn try to follow the directions, I'll upload the Windows Media Connect I use and you tell me if it works.
http://www.sendspace.com/file/y6pv6x
Try that and tell me if it still works or if they disabled it. I've been using it and it works