Why windows 2003 cannot run script at client ?

In Windows 2003, some client script generated from .NET i.e.
RequireFieldValidator, ValidationSummary doesn't not work (Cannot popup
dialog).
Do we need something to config ?

Followings are my testing:

ValidationSummary Control
Properties:
HeaderText = "This is an error"
ShowMessageBox = true

Machine 1:
Windows 2000 Server

Machine 2:
Windows 2003 Server Web Edition

Machine 3:
Windows 2000 Professional runs IE

When I browse web on machine 1, the popup dialog still works but on machine
2, the popup dialog doesnot work. (Popup dialog is generated from .NET
control i.e. RequireField Validator