There is another topic that I started called "iDisk access from windows" that discusses this very issue (and a potential security risk with this type of access).
BTW, to log in from windows you cannot simply type the address you listed in the address window in IE. You MUST go to File\Open and type the address there. Below it is a checkbox that reads "Open as web folder" which you must check on in order to make IE connect through the WebDAV protocol (which is what allows you to connect to your iDisk from Windows). You will then be prompted for your mac.com userid and password.
Wait a second. The security reports say that the security problem is with 10.1's WebDAV implementation. That's a different issue than accessing your iDisk from another computer (and another implementation of WebDAV).
Your right rharder, the security issue is apparently WebDAV from 10.1. I was mixing the two issues in a confusing way.
Access from windows must be done via WebDAV (which requires the File\Open\Open as Webfolder -- or through adding a network place). The security issue only comes from accessing your iDisk from X.1's WebDAV which is apparently to default way to connect if you select iDisk from the GO menu.