If you have an Enterprise Portal site with the URL http://AX40VPC/Sites/EnterprisePortal and you need to access the document libraries in this site through windows explorer through the UNC path \\ax40vpc\sites\enterpriseportal from a windows 2003 server , then you need to start the WebClient service on the OS. This service is by default disabled in Windows 2003. So go to Administrative Tool -> Services to start this service.

Also if you have enabled Basic Auth  on this site , then you need to follow the instructions given in http://support.microsoft.com/?kbid=841215