Open with Windows Explorer - Works for 3 web applications but does not work for 2 other web applications within same farm. This scenario tells me that it's not my computer since I can open for 3 different web application. I checked all the web app and "Browser File Handling" is set to "permissive". What else should I check?
Also "Client Integration" is checked for all 5 web applications. (Central Admin > Web application > Authentication Providers > click "Default" > Client Integration is set to "Yes")