If your desktop policy has removed the Add/Remove Windows Components from Control Panel and want to install IIS or other windows components your a bit stuck.
A bit of googling came up with the following that worked a treat.
Open up a command prompt in the C:\Windows\Inf folder and run the command line
Sysocmgr.exe /i:sysoc.inf
This will bring up the standard list of optional components and your ready to go.