With IIS 6.0 (Server 2003) the web administrator needs to enable application extensions for "all unknown scripts" in order for cgi executables to run. Otherwise, you get a file not found error.

To enable this, please look under Web Service Extensions > All Unknown CGI Extensions. Alternatively, a group can be set up consisting of rdgsvtst.exe, rdgrpt.exe, and rdgextra.exe; where these files are given permission to execute.

This change is not necessary for prior versions of IIS or for IIS with Windows Vista.