Unfortunately the Webdisk is still very buggy with Windows Vista, it's very hit and miss. In our opinion, cPanel would be better off removing it until they get it working properly!
Our advice would be to ditch the Webdisk until cPanel have worked out all the bugs in it, and stick with FTP for now. You can download Filezilla, a free FTP client, here
You should download filezilla client as opposed to filezilla server
You can view Filezilla video tutorials in your Client Area under Video Tutorials > FTP Config Tutorials
