In one of my recent assignments we had a big problem with the Explorer view not working in some of our environments and in some it worked like a charm. We also had different results depending on client made us think that this might be client or network related. So finally we opened up a case at Microsoft and it turned out that there is a bug in Windows XP (that they don’t intend to fix since XP is now in a Extended Support Phase) were the Webclient and mrxdav services is started in the wrong order.
To see if this is the problem start a commander and type:

net stop webclient,
net stop mrxdav
net start webclient

This is something that could be incorporated in the logon script to ensure proper functionality of the client. There is unfortunately no known KB for this which is a pity since there are probably more then one that has encountered this problem.

If you missed my last post about this topic you find it here: http://mysharepointofview.com/2009/05/a-word-about-troubleshooting-the-explorer-view/