And if you use Windows XP you could also map a network drive to the
UNC path of a SharePoint Document Library and do a "File => Save as"
into a network drive. That way users wouldn't even recognize that they
don't use a classic file  share any longer ;-) It's what I recommend to
avery customer who is somewhat leary to either migrate all their
clients to the latest Office version or if the customer base doesn't
like to change old habbits.