Open the file in VLC (if it will) or mediainfo or similar. My money's on an untagged audio stream that's throwing the "undf" error. The only way I know of to fix it would be to use mkvtools or mkvmerge to either re-tag the stream or remove it - for example, it may well be an audio description stream that should really be tagged NAR, but you may not want it.
Regarding the the media streamer... does it support .mkv? Does it support whatever format your recording is in within that mkv file (MPEG-2, surely, but H.264, probably, and HD, high-profile H.264 - perhaps not if it's a cheap box).
The best solution is to use XBMC, as many people around here will tell you :)