Apple has published Mac OS X Instructions for connecting to a WebDAV service using the built in Finder interface. These instructions work for Mac OS X 10.3 and above. 
Important notes on using Finder/WebDAV Documentation: If you use the Finder interface, you will need to follow the directions at http://support.apple.com/kb/HT1629 to disable writing the ".DS Store" file to top level directories where you do not have write access to. not following this step can prevent you from browsing down to shares where you do have access.

Some users who do not have access to the Mac OS X 10.3 or 10.4 releases or who cannot resolve the issues listed above with the Finder WebDAV client may wish to use a standalone client for Mac OS X like Goliath.