Erorr -2147166892 in Player object

[DA]

I'm getting error -2147166892 in the Player object on my
ActiveDownload page when I'm calling

ether = player.Open(strSetupURL);
// where strSetupURL is http://myserver.com/ActiveDownload/Foo

InstallShield documentation says the error code corresponds to
"Requested URL not found" error. However, the URL that I'm passing to
player.Open is a valid, existing and accessible URL. If I type
http://myserver.com/ActiveDownload/Foo/data1.cab in my browser, I can
download the file. There's no SSL or anything of this sort.

I'm using InstallShield Professional Standard Edition 6.30,
Windows2003, and IIS v6. The browser is IE 6. The same installation
works fine on the servers running older versions of IIS and Windows.

Any suggestions or comments?