Tested and Confirmed on the below Platform
Windows Server 2008 R2 x64
Microsoft Office SharePoint Server (MOSS) 2007 SP2
You have a document library and with our without Custom Site Columns, Content Types, just OOB, when you try to save a document; whether it is a Word Document, Excel Document, etc., you are unable to save to the document library nor can you even create a network shortcut to your site location. You sometimes get “Path does not exist”. This is by design….
In Windows Server 2008 even R1 and certainly in R2 for x64 bit systems the WebDav protocol is built into the feature called “Desktop Experience” and you must turn it on.