See http://technet.microsoft.com/en-us/library/8150f798-1c74-4a80-980f-df0732782135.aspx
Step 1: Click Start, point to Control Panel, and then click Add or Remove Programs.
Step 2: In Add or Remove Programs, click Add/Remove Windows Components.
Step 3: In the Windows Components Wizard, under Components, select Application Server.
Selecting Application Server performs a default installation of Internet Information Services (IIS) and includes components that are not necessary for Certificate Services. In most cases, this installation is acceptable for an isolated test environment. However, if you plan to connect your test environment to your production network, consult your organization's security policy to determine which components to install.
Step 4: Click Next.
Step 5: After the wizard completes the installation, click Finish.
Configuring IIS on Microsoft Vista
Running as Administrator in Microsoft Vista
Installing IIS on Microsoft Windows XP Professional
Installing IIS on Windows Server 2003
Using Non-Standard Ports in Microsoft IIS