HTTP access to AS2005 causes XML parsing error

Hi,

I've set up HTTP access to AS2005 as per article, with Integrated 
authentication.
http://www.microsoft.com/technet/prodtechnol/sql/2005/httpasws.mspx

I've created a simple page on IIS on the same AS2005 server with
PivotTable 
accessing the AS2005.

My laptop has Office 2003 (OWC11) and I've installed OLDEB 9 from SQL 2005

FeaturePack.

Everything works fine if I access the page from inside the intranet (same 
domain as AS2005).

If I take my laptop home and try accessing the same page through public 
Internet, I get the error

    XML parsing failed at line1, column 9: DTD is prohibited.

Does anyone know how to help me further?
Thanks in advance
Rafaela