The IIS Lockdown Tool searches for the script mappings that map to the Ism.dll file and modifies them to map to the 404.dll file.
IIS 5.0 that is contained in Windows 2000 SP4 maps the .HTR extension to the Asp.dll file, which prevents the IIS Lockdown Tool from finding finding it.
To fix this problem:
1. Start / Run / inetmgr / OK.
2. Expand the <ComputerName> in the right-hand pane.
3. Right-click Default Web Site and press Properties.
4. Select the Home Directory tab.
5. Press Configuration.
6. Select the App Mappings tab.
7. Select .htr in the Extension column and press Edit.
8. Type %SystemRoot%\System32\inetsrv\404.dll into the Executable box of the Add/Edit Application Extension Mapping dialog.
9. Press OK.