I have downloaded \"jenkins-1.501.zip\" from http://jenkins-ci.org/content/thank-you-downloading-windows-installer .
I have extracted zip file and installed Jenkins
To stop Jenkins Please avoid shutting down the Java process or the Windows service. These are not usual commands. Use those only if your Jenkins is causing problems.
Use Jenkins' way to stop that protects from data loss.
http://[jenkins-server]/[command]
where [command] can be any one of the following
Example: if my local PC is running Jenkins at port 8080, it will be
http://localhost:8080/exit