Did you run the installer under the Administrator login, and did you "Run As Administrator" when running the installer?
By "CF console does not start" do you mean you can't start ColdFusion by running the cfstart.bat file (in \ColdFusion9\bin)? If so, it sounds like the whole installation didn't complete properly. I'd uninstall and reinstall again, and I'd make sure to login to Windows as Administrator and launch the installer using "Run As Administrator".
-Carl V.