Okay,

 I read everyones suggestions and I have done the following things:

1. I have a header in place and if I try to install from it, for example: http://testsite.com/install/install.aspx?mode=install, i get the following error:
   

   The page cannot be displayed You have attempted to execute a CGI, ISAPI, or other executable program from a directory that does not allow programs to be executed. Please try the following: Contact the Web site administrator if you believe this directory should allow execute access. HTTP Error 403.1 - Forbidden: Execute access is denied. Internet Information Services (IIS) Technical Information (for support personnel) Go to Microsoft Product Support Services and perform a title search for the words HTTP and 403. Open IIS Help, which is accessible in IIS Manager (inetmgr), and search for topics titled Configuring ISAPI Extensions, Configuring CGI Applications, Securing Your Site with Web Site Permissions, and About Custom Error Messages. In the IIS Software Development Kit (SDK) or at the MSDN Online Library, search for topics titled Developing ISAPI Extensions, ISAPI and CGI, and Debugging ISAPI Extensions and Filters.

2. I checked my  Web Extensions and I have  the following allowed: ASP .NET v1, ASP .NET v2, and Front Page extensions.
3. I also stopped the Default Website from running.  Now I get this screen when i try to go to http://localhost/testsite/install/install.aspx?mode=install
   

   The webpage cannot be found  HTTP 400   Most likely causes: There might be a typing error in the address. If you clicked on a link, it may be out of date.   What you can try:   Retype the address.   Go back to the previous page.   Go to  and look for the information you want.   More information This error (HTTP 400 Bad Request) means that Internet Explorer was able to connect to the web server, but the webpage could not be found because of a problem with the address. For more information about HTTP errors, see Help.

What could I possibly be doing wrong?