As you can see from the screenshot webdav is wokring under bitknex.

But at the sametime ti is not working for the windows webclient.

http://www.netzwerktotal.de/vistawebdav.htm
This links tells me there might be a wokraround if you set
BasicAuthLevel to 2
in
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\WebClient\Parameters
with regedit

i havn`t tested this workaround yet