SOLVED
It was easy when I thought about it ( and took in advice from others regarding "network" shares)
The clue was in "network"
I went into the auto login and disabled that because it was logging in as "anonymous"
Of course there is no account called anonymous on my NAS box so, what are the account names ?
Entered my user account name and PW for the NAS box and voila !
My WD live media player now plays .ISO files.
Only catch is that the username and password are saved but you have to press 2 more buttons to get into the WD live !