It as fairly easy to run services.msc and locate the WebClient service (was running, is now disabled, nothing appears to have noticed (yet?)).
Thing is, the WebClient says it has a dependency. The "WebDav Client Redirector". Now, can I find this in the list of services? Can I hell... It isn't even listed in the processes under svchost (Process Explorer) yet it surely must be running when WebClient is running? This all sounds a bit odd.
So, here's how to kill the invisible process if you want to [WinXP]: regedit -> Local Machine\System\CurrentControlSet\Services\MRxDAV and set the "Start" number to zero. FWIW, the default on my machine is three.
I've knocked off the WebClient, and if all goes okay for a few days, I'll take down the super-secret service too. After all, on an eeePC, getting rid of nnecessary stuff frees memory and resources!