No.. it doesn't natively support .mkv.
As for your issue leglez, I'm assuming that you've tried to stop/restart the Connect360 streaming server via the Sys Pref pane? If so, maybe check your firewall, and there is also a note on the Nullriver site.. that says, "The only known possible hiccup is video playback: In order to play back your videos using the updated firmware you will need to reinstall the Media Update available on Xbox Live." This is in reference to the NXE update and Connect360.