I have tried to start mongod.exe from my 2008 R2 server and im getting this error:
I CONTROL Hotfix kb2731284 or a later update is not installed, will zero-o
You need to create the C:\Data\Db directory if you don't specify an existing directory when you run mongod.exe. This directory is the default one.
http://docs.mongodb.org/manual/tutorial/install-mongodb-on-windows/