Just a quick solution in case you ever get the following message when trying to open a SharePoint Document Library in explorer view from Windows Server 2008
Your client does not support opening this list with Windows Explorer.
This is due to the fact that Explorer view uses the WebDav protocol to connect to SharePoint from the client. As Windows Server is not designed to be a client, the WebDav client is not installed or enabled by default.
In order to enable the WebDav client (along with other client features such as Windows Media Player and Desktop Themes) on a server (you’re not doing this on a production server, right?), simply enable the Desktop Experience feature.
(thanks to Troy on the SharePoint team for this tip!)
Update: This can also happen if you are using Internet Explorer 6 and the URL to the Document Library is longer than 100 characters (covered in KB 923906), but you're not using IE 6 are you? It's time to upgrade! http://www.microsoft.com/windows/internet-explorer/default.aspx