Got it working, but it wasn't easy!
This proved to be a pretty tricky problem to solve, but I did manage to get native XVID/DIVX files to play over wifi from my NAS, and here's how I did it:
I first tried using Astro's SMB functions to load videos with Rockplayer. This didn't work for me. The videos seemed to open with a different program, and there didn't seem to be any way to make Rockplayer the default.
The solution that worked ended up being much more technical, though it was a bit easier because I had already rooted my phone.
What I ended up using was a custom Froyo ROM with both CIFS support and a CIFS manager baked in. (My phone is an HTC Desire, and I used Leedroid mod 1.9a)
The CIFS manager (an app that appears after installing the custom rom) enabled me to mount the network share in an empty folder on my SD card (/mnt/sdcard/videos). After doing this, I could launch RockPlayer, which was able to see the files on my network share as if they were stored on the sd card.
I suspect this technique would probably work with other players, too.