1. Create a applescript containing
try
mount volume “http://webdav.yourserver.com”
end try

2. Save it
Remember to save it as the filetype application.

3. Test it
By doubleclicking your newly created .app file you should get the login prompt from the webdav server.

4. Automatic login
If you want this, you have to save the username/password in the keychain.

5. Run on startup
Drag the application to System Preferences >> Accounts >> Your Account >> Login Items

Now try and log out, and back in. You should now see your webdav connected and ready to roll.