My guess is that you mean that you are exiting tomcat monitor and not actually tomcat service ... tomcat servicer is managed by windows SCM and monitor just lets you start and stop service
even though you exit tomcat monitor you can always start and stop service from either services.msc MMC snap-in or you can always start and stop service from command line
to start and stop service from command line do the following:
from elevated command prompt:
net start tomcat5 (to start the service)
net stop tomcat5 (to stop the service)
sc query tomcat5 (to query the status of tomcat)
now to solve your problem ... run the tomcat manager as administrator (right click)