>I am creating xml output from a cgi (little exe pgm that reads standard input and write standard output) program (using IIS). It produces the following error:
>The specified CGI application misbehaved by not returning a complete
>set of HTTP headers. The headers it did return are: ...
>
>If I read the same http file just with the II5, without going trought cgi,, no problem.
>the output looks like this:
>

I don't know anything about CGI, but I do know that you're looking in the wrong place for the error. HTTP headers don't show in the IE content- AFAIK, there's no way to view them with IE (you can see some properties by right clicking the page and selecting 'Properties'. Can you post the headers that it did return?