During installation, when the install program asks whether to start the server, I chose not to start it. The problem is now when I try to start it from Start->All Programs, it does not get started. I am installing on a Windows XP machine.
I uninstalled and installed again and this time when I chose to start during the installation it went fine. This is just a minor irritant. I think the option to not to start the server at the time of installation should be removed.