I running test for a while.
The webDAV only works when the filer is not in domain and doesn't enalbe NTLM authentication. It is my test result for now.
In other circumstances, there will have many strange behavior.
I guess the behavior is caused by microsoft webdav minireadir user agent. It is build in IE 6 and IE 7 and run as webclinet service (webclnt.dll). If you install SP3 for XP, the version should be 5.1.26. It could have problem.
But if you use other agent which support webDAV such as AnyClinet, it works fine.