The VIDEO and MUSIC folders are required on direct-attached storage devices like a USB flash drive or external hard drive, although the Triangle can be hit, along with Display All to see the files.
Or are you talking about streaming media over network-attached drives and PCs? If so, more information is needed. If an external hard drive, what model, networkable, DLNA certified? If a PC, is it on the same LAN, using PS3 Media Server or other?