Bad Gateway

I get this error when trying to install WP on a windows 2003 dedicated server (web edition) under plesk with mysql database:

Bad Gateway
Web server received an invalid response while acting as a gateway or proxy server.

I checked and made sure that user name/password and database name are correct. I’ve also searched these forums and a few people have the same problem but so far I haven’t found a solution, can anyone please help? What could possibly cause that error?