Hi Steve & Sinh,
You could need to look at:
adding a code group to the rssrvpolicy.config - http://support.microsoft.com/kb/842419 (explains this particular error)
or:
http://msdn.microsoft.com/en-us/library/ms154466(SQL.90).aspx
- for an overview of custom assembly security.
Let us all know what exactly you have to do!
Regards,
Adam