1. Go to Control Panel.
2. Click on Add or Remove Programs.
3. Select Add/Remove Windows Components.
4. Select the Internet Information Services (IIS) option.
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5. Click on Next button to start installing IIS.
6. You will be prompted to insert the Windows XP Professional CD-ROM.
7. Click on OK button to select the location for the file needed.
8. Browse to C:\WINDOWS\I386 and select the file ADMXPROX.DL_.
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9. Click on Open button and then OK button. The installation process will then start.