I can successfully reach http://localhost:8080/alfresco/webdav from my browser. When I try to do the same from "Add Network Place", I get an error message saying, "The folder you entered does not appear to be valid. Please choose another".
The same here with Windows Vista 64. There is a patch for XP and Vista 32bit: http://support.microsoft.com/kb/907306. It works for 32-bit client, unfortunately not for Vista 64.