I have used ES File Explorer earlier, but was annoyed by it's "hardwired" recognition of file types. It refused to launch a player to play mkv-files, even if my player was able to play it.
I reinstalled to test now, and saw on the "What is new" that streaming had been improved. I tried, but no luck. The Xoom just greyed out.
It is the same problem on all files. Even local files. I suspect that is a problem with Android 3.2, not ES File Explorer.
So I'll remove ES File Explorer and keep using my "Ghost Commander" file manager for now. It works and has no problem letting me launch applications by opening media files. But it will not let me play from a smb-share.