appletv cannot connect directly to a NAS, it can only connect to itunes.
you can configure itunes to use the NAS as its storage location, but the appletv will still only connect to itunes.
you may have not configured itunes correctly.
the appletv is irrelevant in this instance, as it only plays what itunes can serve it.
make sure that the content is linked to the NAS correctly in itunes, and make sure you can play it in itunes.
once that has been confirmed, then reboot the appletv and try that again.