>>>>>I have found advice on line that this is a user security issue, and that I need to set file permissions, but I never had to do that before (I used to have IIS working, but had re-formatted and re-installed everything on this PC). If I check the Directory Security for the default web site I see Anonymous access is allowed for IUSR_MyMachine Name.
>>>>>
>>>>>Can any IIS/Reporting Services person talk me through this, please?
>>>>
>>>>Did you already set Windows permissions on the home directory? IUSR_MachineName must be granted read permission (at least) to the Windows folders you'll use, if you require anonymous access.
>>>
>>>Isn't that the same thing as the Directory Security? I've also tried right clicking on the folder (inetpub\wwroot) but have no access to any security options there.
>>
>>In IIS Manager, right click on the web site or on a specific folder and check Permissions to set what you need.
>
>I don't get a "Permissions" option on the right click menu. If I choose "Properties" I get the Dierctory Security tab where ananoymous is allowed.

Probably different IIS/OS versions (I'm looking at a W2003 server). If the option is not available from your IIS context menu, can't you use the Windows Explorer to set permissions?