Sql server to web server connection

hello,
I am working on a job in MS SQL server for creating Email using Microsoft CDOSYS component.
In mail creation there is an interface Message.addattachment in CDO which attach failes to the mail.
this interface support file:\ http:// & ftp:// connections.
When I try to attach file from file:\\ . that vb script work properly from SQL server.
But when I am trying to atach file from URL. it display error "Interface not registered".
While same script work on another MS SQL server well with URL
I think it is some issuse to create connection between SQL server & web server.
I will be thank full for any help or tip.