The format of the specified domain name is invalid (IIS 6 / C#)

Hello,
I've a problem with .NET and IIS 6 that makes me very confused.
I don?t know if the following problem is a permission issue or a bug in IIS 6.
I want to enroll a certificate request in Microsoft Certificate Authority service through the CCertRequest library (WINDOWS\System32\certcli.dll).
I use the following syntax in C#:
using certcli.dll;
certcli.CCertRequest certReq = new certCli.CCertRequest();
certReq.Submit(CR_IN_BASE64 | CR_IN_BASE64, myCertRequest, "", ?CAServer\\CertificateService?);
This works perfectly when I use ?Windows Authentication? in IIS 6 and the current service name in .NET (Environment.UserName) is DOMAIN\USERNAME.
But when I use ?Anonymous Authentication? in IIS 6 and the current service name is ?NETWORK SERVICE? I get the following error message:
CCertRequest::Submit
The format of the specified domain name is invalid. 0x800704bc (WIN32: 1212).
If I set ?<identity imper ...