How to Install IIS on Windows Server 2003

Either at the console or through a terminal session, log on to Cont-CA01 as a member of the Administrators group on the local computer.
Procedure
To install IIS on Windows Server 2003

1. Click Start, point to Control Panel, and then click Add or Remove Programs.
2. In Add or Remove Programs, click Add/Remove Windows Components.
3. In the Windows Components Wizard, under Components, select Application Server.

Note: 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.
4. Click Next and it may ask for location I386 folder which is available in installation CD, please locate it and click on ok button.
5. After the wizard completes the installation, click Finish.


Reference:
http://technet.microsoft.com/en-us/library/aa998483(EXCHG.65).aspx