It sounds like it could be a permissions issue. I have a couple pointers for installing NET+OS.
The NET+OS software must be installed and ran as administrator. If the system has multiple user logins, only the login the software was installed under may run the software.
I also recommends installing NET+OS with all anti-virus software shut-off.
Any NET+OS version (including all cygwin components) previous to 7.3 must be removed from your system.
This error is commonly seen if you install with AVG on (it messes up the java installation), I suspect other anti-virus ware may also cause this problem.