This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
I don't know anything specifically about IIS, but in general, it's the application itself that would have to support DELETE. Most web servers will implement all of HTTP. Does the application support it? Very few applications implement this -- for obvious reasons!