Well I ended up answering my question with trial and error. The GM CDO scripts work with my IIS7. The others would not, I guess they are for older IIS servers. All is good! Looking forward to using this cool feature!!
The GoldMine generated asp scripts are very old/outdated....
Being able to implement/use GoldMine Web Import is really more about being able to create/send a .ini or .xml style email and less about using ASP or ASP.net or even IIS for that matter. I use PHP for example to generate my web import emails using Linux.