Possibly, if that option is offered by IE; however, I don't believe it is offered. I believe that when it prompts you to run the script, you either run it or don't run it.
Also, Goddard is correct, server-side scripting language run on the server and you have no way of knowing what they do exactly; however, in the case of server-side scripts, only the results of the scripts are sent to the client computer (your machine / IE / whatever browser you use). Consequently, there are some limitations as to what viruses that a server side script can accidentally pass down to you.
Essentially either the author of the server-side script must have written the script with the malicious intention to infect your machine by passing something down or the source directory for the web site on the server must have been infected and corrupted by the virus, meaning the web server was infected and the admin (firewall and/or web server) is either asleep at the wheel, or its a new virus that is unshielded against.
But your question was how to view the source for the script before running it. You can't view the source for server-side scripts unless you have access to the view the code on the web server that runs them.