CGI Error on WIN2000

[Straatvark]

I have a cgi error on my production server but not on my dev one, even
with the most simple web service..

What I can tell:
1) I did install MSXML 4.
2) I read something about a ini file that must be created, but then
again - it is not created on my dev box where the web service works.
3) I do use ISAPI dll's on the same folder and that works fine - is it
correct to assume it is not user permissions settings.
4) I use D7 on Win2000 Server.
5) My error message:
CGI Error
"The specified CGI application misbehaved by not returning a complete
set of HTTP headers. The headers it did return are:"
6) My code:

************************
program Projecta;

{$APPTYPE CONSOLE}

uses
WebBroker,
CGIApp,
Unit1 in 'Unit1.pas' {WebModule1: TWebModule};

{$R *.res}

begin
Application.Initialize;
Application.CreateForm(TWebModule1, WebModule1);
Application.Run;
end.
****************************
{ SOAP WebModule }
unit Unit1;

interface

uses
SysUtils, Classes, HTTPApp, InvokeRegistry, WSDLIntf, TypInfo,
WebServExp, WSDLBind, XMLSchema, WSDLPub, SOAPPasInv,
SOAPHTTPPasInv,
SOAPHTTPDisp, WebBrokerSOAP;

type
TWebModule1 = class(TWebModule)
HTTPSoapDispatcher1: THTTPSoapDispatcher;
HTTPSoapPascalInvoker1: THTTPSoapPascalInvoker;
WSDLHTMLPublish1: TWSDLHTMLPublish;
procedure WebModule1DefaultHandlerAction(Sender: TObject;
Request: TWebRequest; Response: TWebResponse; var Handled:
Boolean);
private
{ Private declarations }
public
{ Public declarations }
end;

var
WebModule1: TWebModule1;

implementation

{$R *.dfm}

procedure TWebModule1.WebModule1DefaultHandlerAction(Sender: TObject;
Request: TWebRequest; Response: TWebResponse; var Handled: Boolean);
begin
WSDLHTMLPublish1.ServiceInfo(Sender, Request, Response, Handled);
end;

end.
*******************