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There are some restrictions for WebDAV in different OSs.
Windows 7/Windows 8
When you try to set up a web folder by "adding a network location" or "mapping a network drive" through My Computer, you can get an error message saying that either "The folder you entered does not appear to be valid. Please choose another" or "Windows cannot access... Check the spelling of the name. Otherwise, there might be ...". These errors may appear when you are using SSL or non-SSL. To fix this problem, do as follows:
Windows 7
Click Start, type regedit in the Start Search box, then hit Enter to open the Windows Registry Editor.
Find the key: HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlset\services\WebClient\Parameters.
Select BasicAuthLevel and change its value to 2.
If this does not exist, create it as a REG_DWORD key.
Reboot your OS.
Windows 8
Go to Windows Registry Editor, then find the key: HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlset\services\WebClient\Parameters.
Select UseBasicAuth and change its value to 1.
If this does not exist, create it as a REG_DWORD key.
Select BasicAuthLevel and change its value to 2.
If this does not exist, create it as a REG_DWORD key.
Reboot your OS.
Microsoft Office 2010
If you have Microsoft Office 2010 or Microsoft Office 2007 applications installed on a client computer, try to access an Office file that is stored on a web server that is configured for Basic authentication from the client computer. The connection between your computer and the web server does not use Secure Sockets Layer (SSL). When you try to open or to download the file, you may see the following problems:
The Office file is not opened or downloaded.
You do not receive a Basic authentication password prompt when you try to open or to download the file.
You do not receive an error message when you try to open the file. The Office application will start, but the selected file is not opened.
To fix these errors, enable the Basic authentication on the client computer as follows:
Click Start, type regedit in the Start Search box, then hit Enter.
Locate and then click the following registry subkey: HKEY_CURRENT_USER\Software\Microsoft\Office\14.0\Common\Internet.
On the Edit menu, point to New, then click DWORD Value.
Type BasicAuthLevel, then hit Enter.
Right-click BasicAuthLevel, then click Modify.
In the Value data box, type 2, then click OK.
Reboot your OS.