Please check your log files at C:\opt\shibboleth-sp\var\log\shibboleth for errors.
IF there is a XML configuration error, the service won't load properly.
I Got an error similar to the one below:
ERROR Shibboleth.Config : error while loading resource (C:/opt/shibboleth-sp/etc/shibboleth/shibboleth2.xml): XML error(s) during parsing, check log for specifics
2013-05-13 10:59:13 FATAL Shibboleth.Config : caught exception while loading configuration: XML error(s) during parsing, check log for specifics