SharePoint Explorer View on Windows Server 2003

Today, I tried to open a SharePoint document library in Explorer View but nothing come up but an error from IE.  After searching for a while, I stumbled onto the "Understanding and Troubleshooting the SharePoint Explorer View" white paper.  Pretty interesting read, but that didn't fix my problem.  After some more searching, I found that you have to install the Software Update for Web Folders (KB907306).  That did the trick!