Hi Gordon,
You should check out the .NET MF Toolkit (http://mftoolkit.codeplex.com/). It was created by Michael Schwarz and one of the many project it contains is an HTTP server for the .NET Micro Framework.
Please note that you need to download the latest changeset from source control, change the project types from .NET MF 3.0 to .NET MF 4.1, and then rebuild the solution.
This is a great suggestion...thanks.
Gordon