And you might not want to just start the GUI while the service is running. Use the Interactive Service Detection window and click on "View the message" to open the GUI. Or stop the service prior to opening the GUI manually (desktop icon). 

Is it not possible to use the Mercury GUI to check Mercurys activity if i install Mercury as Service under Windows 2008 Server?

I don't think so.

You could 'tail -f' the MercS log.....

yes it is possible, even with session 0 isolation. First ensure that you have "allow service to interact with desktop" checked on your service. Then do the following from CMD prompt: "sc start UI0Detect" That is letter "U", Letter "I", digit "0", "Detect".  Once this starts you will receive a pop-up dialog informing you of a message in session 0. Click on the button and you are through the rabbit hole to session 0. You may need to do an ALT-TAB to see Mercury GUI, but it is there.

Peter Dunphy