Some web server hoster have removed the default .ASHX file extension mapping. Ajax.NET Professional (and the older library) will work using this mapping. Please ask your hosting company to add this file mapping for you, or if you have access to the IIS configuration go to your web site properties -> HomeDirectory.
Now, click on the button Configuration to see the current file extension mappings. The dialog Application Configuration will be displayed, search for the file extension .ASHX.
If you do not find the .ASHX file extension mapping click on Add... to add a new mapping. As Executable select the aspnet_isapi.dll, either from the .NET Framework 1.1 or 2.0 folder. The Verbs can be limited to GET and POST.