Forgot add, I am using Windows 7.
We had this same problem with WildFly8 on Windows 2008 R2. Adding the account information to the service.bat in \bin\service (same account info that stops/starts the windows service) seems to have resolved this. (it's about half way down in the service.bat file - line 97) One issue I have with this though is that the username/password is unencrypted in the file. I have to figure out a way to encrypt the password and still have this work correctly.