http://www.radmin.com/support/forum/read.php?FID=11 &TID=10578
You need to install Radmin Server Service instead of just launching Radmin Server. Go to Start->Programs->Remote Administrator 2.2->Settings for Remote Administrator Server, press "Startup mode", select "Automatic" and press OK to apply changes
OR
Run the following commands:
r_server.exe /install
r_server.exe /start