This one is another thing I keep forgetting. When you want to create a new App Pool in IIS you want to make it a member of the IIS_WPG Group. That will prevent the App Pool from dying horribly whenever you browse a page when you’ve just set it up. If it does that after it’s been working for a while you’ve got a different problem.
The error you might get when you’ve done this is a 503 AppOffline.