http://learn.iis.net/page.aspx/466/enabling-pretty-permalinks-in-wordpress/
http://www.keyboardface.com/IIS-Permalinks/
http://tech.einaregilsson.com/2007/07/30/pretty-wordpress-permalinks-on-iis/

For those who have control over the box, and want something fairly similar to mod_rewrite, this will work as well
http://www.isapirewrite.com/

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