Yeah, Microsoft sucks at providing WebDAV client capabilities but here is some help to get Windows Vista and later to work with HTTP basic authentication:

Change or create the Registry key "HKLM\SYSTEM\CurrentControlSet\Services\WebClient\Parameters\BasicAuthLevel" (REG_DWORD) and set its value to "2".

This will work around the nasty behaviour of Windows rejecting basic authentication even when used over HTTPS.