On Windows Server 2003 SP2 or 2003 R2, you should add the Application Server role using the Configure Your Server Wizard as follows:
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On the Configuration Options screen, select Custom configuration, and then click Next.
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On the Server Role screen, select Application server (IIS, ASP.NET) or Application server (IIS)—the option varies depending on your environment.
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Click Next, and then continue through the wizard, accepting the default settings.