At a guess you already had IIS installed prior to starting the UCCE installation ? There's a good reason why the installation guide says that you shouldn't Even if you installed it and removed it completely, it seems UCCE setup is never able to do what it needs to do, which is to install an ISAPI filter that allows UCCE to redirect requests to the setup page to the Tomcat server where the Web Setup actually runs.
Open Administrative - Tools - IIS Manager and add in this filter, you should be good from there. If you are in doubt or it still doesn't work, you may want to open a TAC Service Request.
Cheers,
Kris
