Problems installing Server certificate on Win2k Server

Hi all,
We have a Win2k server that is purposely not part of our Domain (resides in
a Workgroup) because it acts as our default remote access server. We use it
for FTP, Web Server and Remote Desktop (terminal services).

I am trying to create an SSL Web service. I have installed Certificate
Server on our PDC which is a Win2003 Server. I can request and receive a Key
from another Win2003 Server in the domain throught the Web interface without
a problem. The same routine does not work when I try to request a key from
the Win2K server in a workgroup. I don't know if the problem is the 2
different OSs or the fact the the Win2K is not a domain member.

When I http://Server/certsrv from Win2K I get a message...
"The proper version of the ActiveX control failed to download and
install.You may not have sufficient permissions."

When I connect from the other Win2003 server I am presented with a login,
which I fill in and then everything works fine.

Can somebody please tell me what might be the matter or point me to an
article that might solve my problem? Thanks in advance...