Questions:
What version of the DemoServer are you running?
Is this installed on a machine where your Registry is or standalone?
Do you have Internet access?
Please do these steps:
Bring up a command prompt.
cd to where the start-windows.bat command is, \lisa-demo-server
Execute the command.
Do a screen shot and put it here.
There is a server.log file that gets put out, it is located at \lisa-demo-server\jboss\server\default\log, put that here as well so I can review.