PostgreSQL from 8.2 onwards can be run easily from the command line in windows, without setting up as a service.
Go to your postgresql/bin folder and at a command line type:
pg_ctl start -D location\of\your\data\folder (as specified in initdb) -l logfile
This should output a notice telling you whether the server has started up correctly. It also saves output to a logfile in the bin folder. If the server starts without incident, open another command window at the same location and type:
psql -d yourdatabase
This will allow you to use PostgreSQL as a command line tool.
To stop the server, type (in your second command window):
pg_ctl stop -D location\of\your\data\folder