Vulnerabilities in IIS 4.0 and 5.0 do not properly protect against cross-site scripting (CSS) attacks.  They allow a malicious web site operator to embed scripts in a link to a trusted site, which are returned without quoting in an error message back to the client.  The client then executes those scripts in the same context as the trusted site, aka the "IIS Cross-Site Scripting" vulnerabilities.