Web Folders is the name of the system MS Windows uses to connect to WebDAV serviers at a low level.
It is difficult to get Web Folders to work with many webdav servers. There are also many versions of Web Folders. These versions can be installed by os upgrades, or MS Office installations.
The following pages document some of the issues with the different versions of Web Folders. http://greenbytes.de/tech/webdav/webfolder-client-list.html http://greenbytes.de/tech/webdav/webdav-redirector-list.html
This provides a little info, it is probably specific to a particular version of Web Folders: http://www.ibm.com/developerworks/rational/library/2089.html
This also provides some more info about Web Folders http://www.sambar.com/syshelp/webdav.htm
In Java Swing 1.5 the file dialog on windows does include the web folders in the list of places to browse on the left.