Thanks to SloYerRoll from Dgrin for the Vista instructions! 

1. Right click on the, "My Computer" icon and select, "Map Network Drive"

 
2. On the Map Network Drive window that pops up. Select the blue text at the bottom that says, "Connect to a Web site that you can use to store your documents and pictures." This will pop up a window called the, "Add network Location" window.

Select, "Next".
 

 
 
 3. Double click on the, "Choose a custom network location" icon.

 
4. Type the following text into the text field: https://upload.smugmug.com/smugdav.mg Select, "Next".
 

 
5. Your computer will think for a second then a ìcredentialsî (login information) window will pop up. Type your SmugMug login credentials in the appropriate places. (Make sure, "Remember my password"SmugMug is unchecked if youíre not doing this from your machine). Select, "OK".
 

 
 
6. You'll then be asked what you want to name this location. Just name it something you'll remember. (I chose SmugMug in this example) Select, "Next".

 
That's it! You're all done.  To get to the Network Location you just created. Just double click the, "My Computer" icon and select the only icon that.