See the Getting Started Guide, section 4.1.7.3.
Thank you.
As is stated in JBossInstallation wiki
"Invoking startdatabasemanager via jmx-console doesn't work in this configuration (for Hypersonic) It doesn't work either in the configuration of RunJBossAsAServiceOnWindows which is almost the same. It runs with run.bat with the same system, config etc. though."
Another thought: try setting the "Allow service to interact with desktop" option (on the Log On tab of the service Properties).
It works, vow. Thank you.