Make sure that in "Options - Ethernet interface" in blueMSX, you have selected a menu entry that shows the IP address of the host machine. Note that you can't change this setting while the emulation is running. Here is a capture of how I have it:
Also, ensure that when you insert the Obsonet BIOS in a slot, you select "Obsonet" as the ROM type:
By the way, I suppose you have a DHCP server active in your network, right?
hmm .. same result .. traceroute and route print is also a nice option to have on the msx 
netstat also ipconfig /renew
WHOOOOOOOOOOOOOOOOo!!!!!!!!!!!!!!
It's working MY MSX is a SAMBA SERVER !!!!! AMAAAZING ...
Dont forget to use the sharename .. for example \\ip\a (Windows is default getting ipc$)
First impression !! .. i want the real hardware how sooooner how better .. 
@enribar, could you finally make it work?
@edoz, now go and spread the word! 
BTW, omitting the share name (that is, writing just "\\<ip address>" in the location bar) should show the list of available shares. But for some reason it only works sometimes. "net view \\<ip address>" from a console window seems to always work anyway.
I think the speed is verry good for a 3.5 mhz system
Enribar: Don't give it up !! .. you can do it .. yes we can Can can you select your network adapter in BlueMSX ? ..
Maybe it is some routing problem or some firewall setting .. .. are you sure you are using IP4 and not IP6