My suggestions are:
1. Verify if command line can work:
a) Start your own windows service application first
b) In command prompt, do"vtl activity -d 3600 -c sampling run" to start data collection; If you would like to stop data collection anytime, please run "activitycontroller" in another command prompt, select "1" to stop.
c) VTune Performance Analyzer can open file (generated .tb5 file) from C:\Documents and Settings\
2. Ifvtl command line doesn't workeither, I think that some components mightnot be installed properly. I strongly suggest to uninstall/reinstall the product. Beforereinstalling the product,please delete all under VTune_Dir, and delete all under C:\Documents and Settings\user\Application Data\VTune
Hope it helps.