There are a couple of things here. The first thing is that the error you are getting is coming from your IIS web server. I have seen in the past where problems with IIS can result in this. From my experience it is not an easy thing to deal with and may be a combination of server and permissions settings. Here are a couple links to MS kb articles on this error:
default.aspx?kbid=294382
default.aspx?scid=kb;en-us;317471
There is quite a bit more info out there on the web about this type of error.
It seems that the other problem you are having is using a template with the Security Assist pages. What happens if you do not have a template specified? You should try creating the pages with no template, then applying a template to the pages after the fact if the template is giving you problems.
