It is reported that mongod.exe shuts down when running as a service when a user logs out of an interactive Windows session. I am unable to duplicate this so far in Windows 7, but I may be able to with more information about how the reporter's system is configured.

See discussion at https://groups.google.com/forum/?fromgroups=#!topic/mongodb-user/08gx8nHHmx0 for details so far.