Sony was taken aback by the strong support for DLNA video on the PlayStation 4 and promised that it would be arriving in the second firmware update for the console. There is a way to get DLNA video streaming on to your console right now though.
The above video basically summarizes the process as follows:
Download Plex Media Server from https://my.plexapp.com/downloads and set up your media before signing into Plex through the Settings. Then, you navigate to https://my.plexapp.com/ on your PS4 through the browser and sign-in. Head to your media server and voila. You have access to all your DLNA media.
Keep in mind that it’s not guaranteed to work (there’s a fair amount of skepticism in the comments section for the video as well), so use this method at your own discretion. Regardless, for those who it works for, it beats waiting for the firmware update. Share your thoughts on the success of this method below.