You are better off to use default.asp as it is already there.
To add index.asp for a global setting you can do so in IIS 6 via right clicking on the "websites" in IIS Admin, for IIS 5.0 it would be on the computer name and properties then "www".
For a per site basis, find the site you would like to change under the IP it is located on. Once you have done this simply right click and go to properties.
For all three you can choose this setting under the "Documents' tab