My easiest way for doing this is to open the document library within the Windows Explorer using the button: "Open with Explorer"
- Make sure that you are using IE 32 bit.
You can know that by opening the Task manager and checking the process name, if suffixed by *32, then it is the 32 bit version of browser.
By default, usually the 32 bit version from the browser is launched.
- Don't use compatibility mode while opening the SharePoint site.