I was having difficulty getting Enterprise Reporting Services to run a data subscription (running on Windows 2008) to save reports into a Sharepoint Document library using a URL.
I found that Windows 2008 does not install the required WebDav Client (Not to be confused with the additional IIS7 WebDav Server addon) .
You can install this client by Adding the "Desktop Experience Feature" on Windows 2008, however this also installs lots of other things that you probably dont want and Ive not found a way to only install WebDav Client support.
After a server re-boot it works well and talks to Sharepoint Document Libraries, My thanks to the following article for assistance. Browsing SharePoint using WebDav from Windows 2008 « In The Mix