Cannot Open Files in Windows XP WebDAV Folder through Windows Explorer

I have a folder on Windows XP that I want to share via WebDAV so that my users can connect to this folder. I can connect my users to the folder without a problem. The problem is that they cannot open any files through Windows Explorer (not Internet Explorer). If you right-click on a file, there is no ‘Open’ option. If you double-click on a file, nothing happens. If you browse the WebDAV folder through Internet Explorer or Firefox you can open (download) any file.

Why can’t I open any files in Windows Explorer????