We've got a SharePoint farm set up and can access it via WebDav in Explorer like so: \ourlocalSharepoint. None of the servers are able to access the files in this manner, only client machines. But all can get to the web url, http://ourlocalSharepoint. I think the win2k3 image we are using to install has had some bits removed/turned off, but since I wasn't the one who did it, I don't know what was done to the win2k3 installer. What bits/services need to be turned on so a windows box can access webdav folders?
Install the WebDav client on your server