IIS is Microsoft's web server. It comes free with the Windows Operating System (except for ME and XP Home Edition).
For all server versions of Windows, you get the full-blown IIS.
For Windows 2000 Professional, you get a scaled down version of IIS, but it is still called IIS.
For Windows 98 and 95, you get a super-scaled down version of IIS called Personal Web Server (PWS), which also has a very different user interface. PWS has been known to work on ME, although it is not recommended by Microsoft.