Bob, if you search the MS site for an app called IIS secure or IIS lockdown, that will successfully stop all the hack attempts and keeps malformed URL's out.
I don't know about you, but I use ASP, PHP and PERL on my sites. With apache on my win2k server, I couldn't ever get perl to map correctly. PHP was just fine tho. As well- if you use win2k pro, only 10 people can connect to your server at a time. I believe this holds true with apache being on there too.
Keep in mind, each OS/server is only as secure as YOU make it. Most people don't take the time to make the windows totally secure or don't know how, so the script kiddies go after those boxes more.