If you are using Windows XP and Office 2007 you need to install the following update before completing the procedure below http://www.microsoft.com/downloads/details.aspx?FamilyID=17c36612-632e-4c04-9382-987622ed1d64&DisplayLang=en 

If you are using Windows Vista you need to install Service Pack 1. To see if you have Service Pack one installed please refer to the following KB article http://support.yourofficeanywhere.co.uk/Customer/KBArticle.aspx?articleid=41

1. Open Windows Explorer and select the Computer icon
2. Right click Computer and select Add a Network Location
3. Click Next twice
4. Enter the full URL of your portal/SharePoint site (http://myportal.mydomain.com/) and click Next
5. Enter your username and password
6. Type in a decription for the network place (this is how it will appear in Windows Explorer) and click Next

You can now browse your portal through Windows Explorer and copy/paste/move documents from your hard drive into the portal or between document libraries. You can also browse to this location from within your Office 2003/2007 applications to open and save documents.