Is it giving you an error code?, what type of page are you trying to open? asp.net, html, php?
1. try writing a file in basic html and see if that will show, it will eliminate asp.net issues,
2. make sure you are using the correct asp.net version (usually 2.0.50727)
3. check the error log
4. look in the w3 log files to see if the prequest is being processed