To accomplish this, you first need to setup a Network Place to the SharePoint server. This steps to do this vary slightly based on the operating system you are using. Under Windows XP Professional, follow the steps below:
1. Open My Network Places.
2. From the Network Tasks pane, select 'Add a Network Place'.
3. The Add a Network Place Wizard will appear. On the opening screen, click Next.
4. Select 'Choose another network location' and click Next.
5. In the Internet or Network Address, type the URL to the SharePoint implementation you want to connect to. This should be in the format of https://mysps.mysite.gr
6. Give the new Network Place a high-level name like 'My Portal Site'.
7. Click Finish, and if you accept the defaults on this screen, the Network Place for your portal will open in a browser window.
8. Now, navigate to the location of your document library. Open another explorer windows to the source of your documents and simply drag-n-drop files and folders directly into the document library.