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I didn't really think it would but it needed to be tried just in case!

If you look at the page you will see that, as I said before, all the links are being correctly generated but everything after the page name is being thrown away when the request is being made. This IS third-party interference of some kind and if you really have no plugins that might be effecting links then you probably need to look at the server. Perhaps mod_security is active and exceedingly zealous or there is something ion your .htaccess file but something you have there is stripping the url before the request is being sent or - when it is sent. You will notice that the address bar never changes...

Perhaps a conversation with your host would be a good next step.

Steve (Mr Papa) may have something useful to add later when he is around. All I can really say is that I do know the WP community on the whole always says steer clear of IIS - not sure why though! We do have users with forums on IIS I can guarantee that - but they are rare I believe. Sorry I can't personally shed more light on IIS specifics...