Well, the only web servers that support ASP natively are IIS (and little brother PWS). There are add-ins for Apache that support much ASP functionality too, and I have heard of some 3rd-party web servers that will handle some very simple ASP.
You really need to use Win XP Pro, though I'm sure that isn't the answer you wanted.
I have heard of clever people getting IIS 5 to install off Win2K CDs under Win XP Home, but it isn't a supported configuration as far as I know.
To get most ASP applications running that do anything serious there are a lot more pieces and parts you'll need that are part of the XP Pro package too.