BTW I have been all over the web but since I am new at this I wanted some expert help.
I have made the script simple
print "HTTP/1.0 200 OK\n";
print "Content-Type: text/html\n\n\n";
print "Hello World. \n";
Here is what I get from the command prompt
HTTP/1.0 200 OK
Same error from above.
I am the only one using this IIS so I doubt its the MS error you have found.
Thank you so much for helping me.