WebDAV is extension of Apache, which enables read/write access to the source code of files through HTTP (Hypertext Transfer Protocol). Due to the high amount of ways this can be exploited WebDAV is considered a security threat. Thus we have disabled it on our shared servers. The same result can be achieved with an FTP connection which is available and used on a daily basis on all of our servers.
If you want to connect your account to a remote WebDAV server however, you should install the HTTP_WebDAV_Client with the PHP PEAR on your account. Then you can freely communicate between your PHP scripts and that remote WebDAV server.