General question and RDP

I have a strange question.
Does that dos windows have to be open for eventlog analyzer to work? (when you start it from the start menu)

What is the service for? It seems to work even if the service is not running. This is all very confusing to me, can someone please clear this up for me?

Also, when I start the evenlog analyzer server from an rdp session the system tray icon does not show up and there is an error on the console (not the rdp session) that says:
Windows script host
script: c:\adventnet\me\eventlog\bin\configureodbc.vbs
line: 81
char: 1
error: permission denied
code: 800a0046
source: microsoft vbscript runtime error

Any ideas?

Thanks