Please describe step by step your actions so that I could reproduce them as close as possible.
You have WindowsXP x64 with .NET 2.0 installed. Is .NET 1.1 installed also?
Then you setup Aspose.Words.
The demo folder contains only source code, demo projects are not compiled yet. How do you compile them? Do you have Visual Studio 2003 or Visual Studio 2005 on your machine, or both?
After compilation you run Windows.Forms demos. Are they working or do they give you an error?
How do you run web demos? Do you run them from studio or config them in IIS or simply enter address in Internet explorer?
And so on - please give as much information as possible. It will help to locate and resolve the problem faster.