Symptom:

In Windows Vista or later version, after mapping a WebDAV network drive, such as a SharePoint document library, user is required to type in his password every time he wishes to access it. Checking the Remember Password checkbox seems to have no effect. Additionally, you get an Unable to connect to network drive message when you start the computer. This is particularly a problem when the WebDAV share is located outside of your local network (on the Internet).

Solution: 

When you check the Remember Password box, Windows actually saves your password. You will be able to see it in your Credential Manager in the Control Panel. The problem is that as a security feature Windows does not allow this password to be sent automatically (only applies to WebDAV shares that are outside your local network).

With a little registry editing, however, we can set the system to allow saved passwords to your external WebDAV servers.

Note: this fix was tested and confirmed working on Windows 8.1 and Windows 10.

Important: modifying registry incorrectly can cause damage to your computer, so always back up your registry first by using the export command with the registry editor.

Read the Microsoft Knowledge Base article here for more information. 

 Windows 8.1 instructions

  1. From the Start Menu go to File Explorer and select This PC on the left hand pane.
  2. Select Computer from the top ribbon.
  3. Click on Map Network Drive.
  4. Specify the Drive letter by choosing it from the drop-down.
  5. Using Folder field type in the path to your share. Example: https://yourdomain.com/ (in case you wish to mount the root of your web share).
  6. Type in credentials for accessing your share, check the box to Remember my credentials and click OK.
  7. After your WebDAV share was added successfully you may proceed with the fix.
  8. Click Start, type regedit in the Start Search box, and then press Enter.
  9. Locate and then click the following registry subkey:
    HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\WebClient\Parameters
  10. On the Edit menu, point to New, and then click Multi-String Value.
  11. Type AuthForwardServerList, and then press Enter.
  12. On the Edit menu, click Modify.
  13. In the Value data box, type the URL of the server that hosts the Web share (without "/" symbol at the end), 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 the Microsoft article.
  14. Exit Registry Editor.

 Windows 10 instructions

  1. From the Start Menu go to File Explorer and select This PC on the left hand pane.
  2. Select Computer from the top ribbon.
  3. Click on Map Network Drive.
  4. Specify the Drive letter by choosing it from the drop-down.
  5. Using Folder field type in the path to your share. Example: https://yourdomain.com (in case you wish to mount the root of your web share).
  6. Type in credentials for accessing your share, check the box to Remember my credentials and click OK.
  7. After your WebDAV share was added successfully you may proceed with the fix.
  8. Click Start, type regedit in the Start Search box, and then press Enter.
  9. Locate and then click the following registry subkey:
    HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\WebClient\Parameters
  10. On the Edit menu, point to New, and then click Multi-String Value.
  11. Type AuthForwardServerList, and then press Enter.
  12. On the Edit menu, click Modify.
  13. In the Value data box, type the URL of the server that hosts the Web share (without "/" symbol at the end), 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 the Microsoft article.
  14. Exit Registry Editor.