If you are setting up Plex on a Synology for the first time, you should read these documents. They will help you avoid several common mistakes, especially if you are new to Synology.
Installation and Setup of Plex Media Server on Synology
Synology Frequently Asked Questions
Suggest you do not install the version of PMS hosted by Synology. It is generally several revisions out of date. Download the file from plex.tv/download and manually install it using the Package Manager. The Installation & Setup guide has instructions for performing a manual installation.
If you purchased a NAS with a Celeron 4xxx processor, note that here is an issue with the Intel video driver affecting hardware accelerated transcoding. See FAQ #26 for instructions on bypassing the faulty driver.
