First off, why not just convert your movies to ipad compatibility? No great shakes, just means a small bit of extra time and effort.
Secondly, it's not normal to access your media server from your iPad. Infact, it's probably impossible. That's not how things work. It just means getting used to Apple's ways. Once you get your head around this the simpler life will become for you and your device.
As I previously mentioned, all devices and OS's have their own methods of doing things, iOS is most specific. Its a pain in the ass, especially in the beginning, but you'll quickly get used to it, and considering the alternatives it's well worth it.
Techies and know-it-alls will do things differently, but for the vast majority of us, we must tow the line. But it's no hardship when you get used to it.
Take the iPad for what it is, not what it isn't. Then you'll start to enjoy