After I have started Mongo using mongod.exe on a Windows 7 machine, I tried to start the mongo shell that failed with the error:
Failed to connect to
I had a very similar experience to @user1501382, but tweaked everything slightly in accordance with the documentation
1) cd c: //changes to C drive
2) mkdir data //creates directory data
3) cd data
4) mkdir db //creates directory db
5) cd db //changes directory so that you are in c:/data/db
6) run mongod -dbpath
7) close this terminal, open a new one and run mongod