While using Internet Explorer to visit a Microsoft Office SharePoint site. When you select Explorer View on the site, a WebDAV PROPFIND request is sent. However, an extra forward slash mark (/) is appended to the query path in the WebDAV PROPFIND request.
Because of this behavior, the request may be blocked by some firewalls, or it may be routed to the wrong server. In this scenario, you cannot access the correct resource.
This problem may occur in Windows XP, Windows Vista, Windows Server 2008.
Microsoft has confirmed that this is a known issue and provided a hotfix KB945015 to fix this issue. Server restart is required after installation of this hotfix.