When a client requests a document from the server, IIS gathers some
information from both the client and from the server and about the file
being requested. This information is dumped into a collection known as
Request.ServerVariables collection. You ASP program has
access to the collection, which is handy at times.
With the ServerVariables, you can obtain the client's browser information, the referring URL, their username (if you have IIS security set to not allow anonymous visitors), the URL being fetched, and a slew of other informative bits of information.
A complete article dealing with the Request.ServerVariables collection already exists on the site. It can be found at this URL.
You can see an example of the Request.ServerVariables collection being used in an ASP app by reading this article, which provides souce code for a dynamic content tree, so your visitors know what pages they've visited on your site.