Assuming the web client service is running (by default in XP, needs to be
enabled and started in Server 2003) you can access the document  library via a
UNC path. For example:

http://server/sites/sitename/doclibname/

would be accessed as

\\server\sites\sitename\doclibname\

You can then just use your favorite scripting or programming language to copy
from the file share to the document library.