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I've not run into any issues hosting WP on an IIS server.  I expect that it's either a known compatibility issue with whatever IIS version your host is running, or they're simply unfamiliar with it and avoiding potential support problems. My main site is all written in ASP and I plugged a WP blog onto the site in just a few minutes, with really no configuration issues.  I'm hosting that site at Arvixe.com.