If you want features like the Open in Explorer view working by the book or you have problems notch a sharepoint location from any of the Office harvest.. make sure that webclient service is running.
Webclient service enables Windows-based programs to make, access, and modigy Internet-based files.

In windows server 2008, the webclient service is not installed by defaulting. So these machines are not capable of making a new document and saving directly to Sharepoint document library. You have to enable the Desktop Experience feature enabled to view it.

Ref:
http://support.microsoft.com/kb/955377

Check it out:SharePoint 2010