I didnt see the original question, however MMC stands for Microsoft
Management Console. It is a framework that allows different applications and
server management components to be manageed from the same interface...
Enterprise Manager for SQL Server 2000 is an example of a MMC application.
If you are running  Windows XP and go to the Start Menu>Administrative Tools
(Or Control Panel> Administrative Tools) and click on the Internet
Information Services the application you use to manage your website is what
they call a MMC "Snap-in" meaning it is a component designed to run within
the Microsoft Management Console interface.

Regarding HTTP Headers, I have not dealt with them all that much but if you
right click the Default web  Site and click on the Properties Tab, one of the
tabs that comes up under that is "HTTP Headers" . You could try the help
function at the bottom of that tab for more information.