Hi Mike,
Correct, the bdp doesn't support upnp (aka dlna), you can still store the music on a NAS; but rather then accessing the music via the upnp protocol you would access it via samba.
MPD server on the bdp would read the files directly off of the NAS andnyounwouldnuse the MPD client on your controller (ie iPad, laptop, phone) to control which songs the bdp plays.
Cheers,
Chris