I need a little bit more information:
* Is the page ASP or ASP.NET (asp or aspx)
* Is the server 32bit or 64bit Server?
* Is the application you want to host a 32 or 64 bit application?
* How are your DEP settings configured? (Only essential Windows programs and services only or activated for all programs and services?)
* Did you create an extra application pool for the site?
* How did you created your site in the IIS Manager? New Website? New virtual directory?
* There are many settings at the IIS Manager for the site, for ASP & ASP.NET
* Check your logfiles (Properties of Site or if IIS 7 choose Feature Protocol and look for directory (e.g. c:\Inetpub\logs\LogFiles\W3SVC1\)