I've got exactly the same problem. I used srvany to create the service but i can't load any template or vfs.
I thought it was a problem caused by some settings, so i navigated the menus. Now the settings are saved into hfs folder, in hfs.ini, but it didn't help. I also changed the user that starts the service. Now it starts with my normal account but the problem is still there.
Any ideas?
PS. I'm using Windows 7 Ultimate x64
EDIT. @Rejetto. I mispelled "or" in the first sentence. i wanted to say "can't load any template or vfs"