[Zope] Web folders: requested header was not found

I've opened my member directory on www.zope.org as a web folder in Internet Explorer 5.5 on Windows 2000. That must mean I'm using WebDAV. When I try to drag and drop any object from www.zope.org to the desktop, IE complains: "An error occurred while copying the file. The requested header was not found". Is this a Zope issue, or a Microsoft issue? Regards, René Pijlman