Another option is to use Windows' "8dot3" filenames. I've tested it out in Windows 7 + GVIM succesfully.
Find out the short filename by using the /X flag in the CMD prompt. You want to CD to the parent folder to that which has spaces in it. I'm not sure how to get the whole path at once in "8dot3" form.
Typing "cd " and then dragging from the Explorer's address bar to the CMD window can be easier than typing out the path:
> cd "C:\Users\Fabrice\Documents"
> dir /X
Then use it in Vim, eg:
C:\Users\Fabrice\Documents\MYGAME~1\Skyrim\SkyrimPrefs.ini
If using a folder instead of a file name, the path appears properly expanded in the Netrw listing (:Ex file list).