[cd34]

If you are running a membership site, you need a piece of software called authentix from flicks.com, or need to run some other sort of authentication plugin.

However, if you're not running a membership site, you can protect directories in IIS using their challenge/response system that is built in -- or write your own session code.

There are adult sites out there that are running on Windows/IIS, and there are a few that run with Authentix. Both CCBill and Paycom will reluctantly support using Authentix.