See www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/iiiisin2.mspx
To install Microsoft IIS, add optional components, or remove optional components:
Step 1: Click Start, click Control Panel, and click Add or Remove Programs.
Step 2: Click Add/Remove Windows Components. The Windows Components Wizard appears.
Step 3: Follow the on-screen instructions to install, remove, or add components to IIS.
Notes
If you upgrade from a Windows NT 4.0 Workstation that has IIS installed to Windows XP Professional, IIS is installed by default. If IIS was not installed on the Windows NT 4.0 Workstation, you will need to install IIS manually.
For more information on IIS, refer to the IIS online documentation by typing http://localhost/iisHelp/ in your browser address bar, and pressing ENTER.
Configuring Microsoft IIS 7 for Microsoft Access Applications
Configuring Microsoft IIS on Microsoft Vista
Running as Administrator in Microsoft Vista
Installing Microsoft IIS on Microsoft Windows XP Professional
Installing Microsoft IIS on Windows Server 2003
Using Non-Standard Ports in Microsoft IIS
Application Pools in Microsoft IIS
Running Applications in 64-bit Mode