Log on to your router and make sure you have the drive shared and setup correctly. It takes OS X a period of time to fully see other devices on the network. Also in the Sharing section of System Preferences Enable SMB (Windows) Sharing as most routers don't do Mac/OS X AFP sharing and if SMB (Windows) sharing isn't turned on you will never see it.
First, whether File Sharing is on or off makes no difference.
If your router supports Bonjour (which might be called "Multicast DNS" in its settings), enable it. Otherwise you'll have to mount the shared volume manually by selecting
Go > Connect to Server
from the Finder menu bar, or pressing the key combination command-K while the Finder is active. Enter the IP address of the router. If you don't know the address, look in the Network preference pane.
That probably means you're trying to connect to a server using the wretched "netatalk" implementation of AFP. You might be able to make it work by following the instructions linked below. You'll be slightly compromising your security by doing so.