I regret to say that for me, too, it just yields a "Connecting to media" message, but no music-- well, most of the time. Sometimes it did work. Hard to figure it out.
For what it's worth, the widget sometimes flips back over to the front side without clicking the "Done" button on the back, just by moving the cursor in that button's direction. I have no idea whether this offers any clue to the problem.
I assume those "High" and "Low" settings are for the connection speed? I have cable and tried both.