On the Edit menu, point to New, and then click Multi-String Value.
Type AuthForwardServerList, and then press ENTER.
On the Edit menu, click Modify.
In the Value data box, type the URL of the server that hosts the Web share, and then click OK.Note You can also type a list of URLs in the Value data box. For more information, see the “Sample URL list” section in this article.
Exit Registry Editor.
This started working straight after i did this. The article says that you have to restart the Web Client but it worked right away.