Windows 7 has some problems working with the cPanel webdisk.

Microsoft released a hotfix that fixes it on some computers:
http://www.microsoft.com/downloads/e...displaylang=en

After applying the hotfix and restarting your computer, if it still doesn't work on your computer then you'll have to use a 3rd party WebDAV client.

You could find some 3rdparty clients at the following links:
http://www.webdav.org/projects/
http://en.wikipedia.org/wiki/Compari...work_protocols

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Max