I have attempted to run mongod.exe after downloading the 64bit Windows build; and immediately have this error:

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...>mongod
mongod --help for help and startup options
Thu Dec 09 18:42:39 MongoDB starting : pid=13128 port=27017 dbpath=/data/db/ 64-bit
Thu Dec 09 18:42:39 db version v1.6.5, pdfile version 4.5
Thu Dec 09 18:42:39 git version: 0eb017e9b2828155a67c5612183337b89e12e291
Thu Dec 09 18:42:39 sys info: windows (6, 1, 7600, 2, '') BOOST_LIB_VERSION=1_42
Thu Dec 09 18:42:39 exception in initAndListen std::exception: dbpath (/data/db/) does not exist, terminating
Thu Dec 09 18:42:39 dbexit:

Thu Dec 09 18:42:39 shutdown: going to close listening sockets...
Thu Dec 09 18:42:39 shutdown: going to flush oplog...
Thu Dec 09 18:42:39 shutdown: going to close sockets...
Thu Dec 09 18:42:39 shutdown: waiting for fs preallocator...
Thu Dec 09 18:42:39 shutdown: closing all files...
Thu Dec 09 18:42:39 closeAllFiles() finished

Thu Dec 09 18:42:39 dbexit: really exiting now
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I'm reading through the 'MongoDB: The Definitive Guide' and it indicates that c:\data\db\ should be the default directory on Windows.

Trivial issue of course, just pointing it out!