Microsoft Knowledge Base Article 922706 contains the following summary and introduction:
The Windows Server 2003 Certificate Services Web enrollment functionality relies on an ActiveX control that is named Xenroll.
This ActiveX control is available in Microsoft Windows 2000 and in later versions of Windows. However, Xenroll has been deprecated in Windows Vista.
The sample certificate enrollment Web pages that are included with the original release version of Microsoft Windows Server 2003,
with Windows Server 2003 Service Pack 1 (SP1), and with Windows Server 2003 Service Pack 2 (SP2) are not designed to handle the change
in how Windows Vista performs Web-based certificate enrollment operations.
This article discusses how to use Certificate Services Web enrollment pages together with Microsoft Windows Vista.