Some details need allot explaining, so ill just reference to the sources containing the needed information.
First, make sure the Clients WebClient is configured correctly. Configured incorrectly the WebClient will cause headaches. So make sure you read and understand “basic Authentication, and SSL.” Then read this: http://blogs.msdn.com/b/robert_mcmurray/archive/2008/01/17/webdav-redirector-registry-settings.aspx
Next figure out, what version of windows you are running. There are differences between XP (usually working just fine), Vista, Win7, Win8. Afterward read this: http://support.microsoft.com/kb/9410503
finally create a script to test your environment:
Dim objNetwork Set objNetwork = CreateObject("Wscript.Network") 'http://support.microsoft.com/kb/941050 objNetwork.MapNetworkDrive "G:", "\\your.sharepoint.link.tld@SSL\site\Shared Documents\" Wscript.Echo "Script completed!" Wscript.Quit