If ASP can't create a CDONTS object, it probably means that you don't have CDONTS installed in the first place. This would depend on what OS your ASP server is running.
As you might imagine, CDONTS is a part of the Windows NT operating system. This still works on Windows 2000 Servers as well - but if you're running a Windows XP system, you might not have the old NT software on it. Microsoft gave up on back-supporting ancient NT code.
You can always of course work with the cdonts.dll file from 2000 or NT and get it running on your new server. This is the easiest solution if you have a lot of code completed already. However, if you are coding fresh for XP, you might want to look into using the new CDO object instead.
Microsoft's Page on CDO Coding
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