Open IIS Help, which is accessible in IIS Manager (inetmgr), and search for topics titled Configuring ISAPI Extensions, Configuring CGI Applications, Securing Your Site with Web Site Permissions, and About Custom Error Messages.
In the IIS Software Development Kit (SDK) or at the MSDN Online Library, search for topics titled Developing ISAPI Extensions, ISAPI and CGI, and Debugging ISAPI Extensions and Filters.