http://sourceforge.net/projects/fireflyclient
At this site you will find a java based program. Download it, and run it.
Once it´s running, select connect to a new library, enter the IP address of your server. It will ask to download the library. Eventually, you should get a list of music on your server. Try playing something.
If this works, then Firefly is working and the problem is in your network (your computers firewall may cause problems here)
Some info on IGMP / Multicast packets
http://forums.rokulabs.com/viewtopic.php?p=91330#91330