1. From “Go” on the Finder Menu Select Connect to Server… or Press Command-K.
  2. For “Server Address” use: http://webfolders2.mydocsonline.com (or https://webfolders2.mydocsonline.com if you have SSL set ON).
  3. Use your My Docs Online Login ID and Password when prompted for “WebDAV File System Authentication” name and password.
  4. Learn more at Apple Support.

A common problem with OS X WebDAV is Error 36.