Hi Andrew
As I said before, I and thousands like me don't get installation media any more as our machines come pre-installed with Windows.
Fortunately, when reading the documentation for Visual Web Developer (sorry, I should have done this first), I find you don't need IIS to test web pages on your local machine.
Perhaps you can put a note to this effect next to the Web Server option when choosing Web Platform components from within the Web Platform Installer application? Something like "to install IIS you will need the original XP discs". This will avoid a lot of headaches for new users trying to install IIS when they don't really need it.
Thanks again for your help. I look forward to writing my first .net application