On IIS 6.0, there are no mime types for Silverlight by default (IIS6 was released a good deal prior to Silverlight and as with any type of content, you need to configure your web server to support it)... so you might experience that your app appears to be stuck waiting to download, but in reality it was not able to serve the request due to mime types.
Here are instructions in http://learn.iis.net/page.aspx/262/silverlight/, and a handy script, for configuring IIS 6.0 mime types to enable Silverlight.
IIS7 on Windows Server 2008 includes the appropriate mime types by default.
There are two settings you should be aware of for hosting that relate to delegation of errors.
1. Delegating ASP's scriptErrorSentToBrowser setting:
You should definitely turn on the ASP script errors, otherwise your customers won't see the useful errors from Classic ASP that IIS 6.0 showed. What your customers will see is the generic error, “An error occurred on the server when processing the URL. Please contact the system administrator.”
This is because detailed ASP error messages are not sent to the browser by default for security reasons. In order to see the details of the error message, you may need to enable sending error messages to the browser.
The article http://learn.iis.net/page.aspx/209/asp/ explains the steps to safely delegate this setting to customers to enable them to get error information in the browser.
2. Delegating errorMode in httpErrors:
The error modes control how much detail the customer can see, and it is possible to unlock specific attributes so the customer can control only the aspects of this setting that you want to allow. The article http://learn.iis.net/page.aspx/405/httperrors/ explains how to Delegate the errorMode setting to enable customers to get detailed information on errors, also important for troubleshooting tasks.