Please check and confirm that the WebClient Service is shown and running
Start =>Administrative Tools =>Services
Check the features of Windows Server 2008 R2
The name of the feature which supports this functionality called as Desktop Experience.
Note: The WebClient service is installed only when you install the Desktop Experience feature on the Server 2008 machine.
1.) Start =>Administrative Tools =>Server Manager
2.) In the Server Manager => go to Features and Add Features
3.) Select the Desktop Experience Feature and install it. Then Restart the Server (Required)
4.) Start =>Administrative Tools =>Services
5.) Select the Web Client Service and Start it.
check out for the following Registry Key on the Affected Systems:
Click Start, click Run, type regedit, and then click OK.
Locate and then double-click the following registry subkey:
On the right side, double-click restrictanonymous.
Make sure that the value in the Value data box is set to 0, and then click OK.
Close Registry Editor.
Restart the computer.
Also based on the above findings we may have to apply hotfix
Hope this helps ,