Well, here is what I experienced ...
The default CGI directory for IIS is c:\inetpub\scripts.
When Installing Foxweb, that is what I entered as the location of the CGI directory. Foxweb.exe and Foxweb.dll are in that subdirectory; I checked.
The default website for IIS is c:\inetpub\wwwroot.
Therefore, this URL is doomed ... http://localhost/scripts/foxweb.exe/show_cgi because the scripts subdirectory cannot be reached from localhost (localhost represents c:\inetpub\wwwroot) because the scripts subdirectory cannot be seen from c:\inetpub\wwwroot.
This could be solved be either ... 1. Creating a Scripts subdirectory off of the wwwroot subdirectory and defining it as the CGI subdirectory through IIS or 2. Setting the default website as c:\inetpub instead of c:\inetpub\wwwroot.
It can also be overcome through FWX mappings.
I only bring this to your attention because a complete novice to these ideas (which I am only a small step above), installing on XP with IIS will never get past the TEST THE SERVER part of the instructions in the README file.
I have tried this twice on 2 different computers so I believe this to be accurate.
It is always possible that I have overlooked something (I have done so many times before) but in this case I doubt it.