·         On a computer that is running Windows Vista or Windows 7, you do not configure a proxy in Windows Internet Explorer.
·         You use Web Distributed Authoring and Versioning (WebDav) to access a fully qualified domain names (FQDN) site.

To resolve the issue for a single user

1.     Click Start, type regedit in the Start Search box, and then press ENTER.
2.     Locate and then click the following registry subkey:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\WebClient\Parameters
3.     On the Edit menu, point to New, and then click Multi-String Value.
4.     Type AuthForwardServerList, and then press ENTER.
5.     On the Edit menu, click Modify.
6.     In the Value data box, type the URL of the server that hosts the Web share, and then click OK.