By default when installing IIS 6.0 the virtual Scripts Folder is not created
Which is required for CGI Applications  to execute1. Stop the IIS service .
2. Navigate to the ‘\Inetpub’ folder and create a new folder with the name of ‘Scripts’
3. Open the IIS Manager MMC Snap-in
4. Right click on the ‘Default Web Site’ and select New | Virtual Directory…
5. Click Next
6. Under Alias: type the name ‘Scripts’ and click Next
7. Under Path: type Drive Letter:\Inetpub\Scripts and click Next
8. Under Allow the following permissions: make sure that the following are selected
a. Read
b. Run Scripts (such as ASP)
c. Execute (such as ISAPI applications or CGI)
9. Click Next and click Finish
10. Right click on the Scripts virtual directory and go to Properties
11. Under the Virtual Directory tab make sure that the Execute Permissions: field is set to Scripts and Executables
12. Under the Directory Security tab click on Edit… under Authentication and Access Control and make sure
that the Enable anonymous access check box is checked

Done