Use the new feature (starting from v1.9.0) of KooRaRoo Media that will show you that you've already watched a movie or listened to a song or saw a photo.
It's automatic to use and you can adjust what you see or disable it altogether.
When a file has already been played, you can see an asterisk (*) or a play counter (e.g. "2") in it's title. This can be turned off completely or change using Tools -> Options -> Server -> "Show play count on the device" setting.
Just another way KooRaRoo Media makes your DLNA experience better and easier.