You probably need to add the mime type for the jse extention to application/octet-stream. see: http://support.microsoft.com/?id=326965
Earlier versions of IIS include a wildcard character MIME mapping, which permits IIS to serve any file regardless of its extension. IIS 6.0 does not include this wildcard character MIME mapping and does not serve any type of extension that is not defined at the MimeMap node in the IIS metabase.