I contacted my Web host, and they changed the permissions for my account. That did the trick, and now I have spidered my site!
I just have to add that I have one of the best Web hosts around. I turned in the support ticket about 10:15 p.m. tonight, and received a response about 45 minutes later. This isn't the first time either that I have received fast service like that. Pretty cool, huh?
Now, to look at that authentication screen issue with IIS that I said I would work on....