It seems like you are missing a small critical step. In order to make this chat work you will have to open and modify your "global.asa" file. This file contains information about global objects necessary for ConquerChat to run properly.
Your system does not have a "global.asa" file. Take the file from your "conquerchat" directory and copy it to the root of your web server. It's very important since IIS won't use the settings if it's not located in this folder.
If you still cannot get the chat to run after having performed the steps above, please take a look at the ConquerChat FAQ or ask in the ConquerChat Forum.
Scripting Type: VBScript
Scripting Version: 5.8.19036
Browser: CCBot/2.0 (http://commoncrawl.org/faq/)