Hi, there.
Frankly, MS answer is puzzling to us. Yellow exclamation point means that assembly is missing, and this has nothing to do with what web server is being used - IIS or Cassini. If that assembly is supposed to be in the Global Assembly Cache (GAC), then you need to run an installer that will put that assembly in the GAC. If that assembly is local, non-GAC type, then you should be able to re-add to your project from whenever that assembly is located physically. If that's a non-GAC assembly, you may want to set Copy Local property of the assembly to True. We don't know what SubSonic is, but what you have described does not look like web server problem.
Please let us know if this was helpful.
Best regards,
UltiDev Team.
Please donate at
http://www.ultidev.com/products/Donate.aspx to help us improve our products.