Setting up CruiseControl.NET
@lysergic-acid - Even if the main config is done (server/ccnet.config) and you are running it from a command prompt, you won't see the web dashboard yet.
If you are installing on IIS7, the setup process for the web dashboard requires steps that aren't in the CC.Net webdashboard setup docs in sourceforge.
What got me working was this CC.Net web dashboard installer page, which is from the Confluence site, rather than the source forge site: http://confluence.public.thoughtworks.org/display/CCNET/Installing+the+Web+Dashboard
In the comments area, there are specifics about IIS7 (I'm assuming that's part of the problem).
I am still having trouble with the service, so I can't help you there, but you can definitely run the web dashboard without the service as long as the cmd prompt version is running.
The setup of the virtual directory for the web front-end might of not completed successfully. Try using the IIS Service Manager to create an application around the Service folder. I think there's an issue with the install if you forget to unblock the download, but I haven't fiddled with it enough to be sure.
Keep in mind that the web front-end and ccnet service are two totally isolated pieces. You should be able to see the web front-end even if the ccnet service doesn't run.