You cannot download nor redistribute IIS(Kristofer Gafvert, May 12, 2005)
IIS 5.0, 5.1 and 6.0 is part of the Operating System (Windows 2000, Windows XP, Windows Server 2003), and cannot be downloaded from Internet. It can instead be found and installed from the CD. To install IIS from the CD, go to "Add/Remove Windows Components".
IIS 4.0 for Windows NT 4.0 can however be downloaded. But, you cannot install this on any other OS than Windows NT 4.0!
What about redistribute IIS with a web application?
It is againts the EULA to redistribute IIS with your own web application. If your application needs IIS, you should check if IIS is installed, during installation of your application. If it is not installed, prompt the end-user to install IIS (from their CD). Any decent installer software (such as InstallShield or the Web Setup Project[2,3,4] in Visual Studio .NET) can check if IIS is installed.
Applies to [?]
 Windows NT 4.0 Option Pack
 Deployment of a Web Setup Project
 Walkthrough: Deploying a Web Solution
 Deploying Web Applications using Visual Studio .NET
 InstallShield - IIS 6.0 Support