You got prompt either the anonymous access was not configured or the anonymous user doesn't has permission to read the page.
Since this is fresh install, if you login as local administrator, by design it should works. Can you go to c:\inetpub\wwwroot\ create a hello.html with a simple hello msgs, then browse http://localhost/hello.html
to check authentication method - go to IIS Manager, right click on the web site, property - directory security tab, anonymou section, click edit, ensure anonymous access is checked. then go to windows explorer to check on permission. make sure iusr_computer name has read access. detail.
How to set, view, change, or remove file and folder permissions in Windows XP
http://support.microsoft.com/Default.aspx?id=308418