Yep that is correct on the UPNP, not top be confused with your reference to PnP.
The WMP network service uses it and you will need to turn off the service as well. The alert will not go away without disabling the networking service for the Windows Media Player. Streaming online usually is not classed in this category as it uses http and other protocols, but if you network your music on your own internal network, you may need to revise or even research how to have it work.
I do know once you start disabling services like UPNP you will need to start reviewing network settings anyway, as DHCP can be relative too and you may find other items later on will have connection or error alerts. Manually set IPs usually fixes errors though.
The only thing necessary for the triumph of evil is for good men to do nothing - Edmund Burke