I use tor with the vidalia bundle for quite a while with windows as a service. That worked quite well.
I did not update for a while so it stopped working because my version was just to old.
I managed to update quite easy. But now it seems the service does not work anymore. I can start and stop the tor service, but I can only connect to the proxy when I am logged in onto the server.
When I log off the proxy is gone. (That did not happen before the update)