I have looked at running the data socket server as a service and it looks like it needs the GUI for it to be active.
I added it as different types of services with different users but run into the same problem as you, it wont start until i actually log in.
I havent been able to find if there are any command line parameters i could pass to the server so that it could run silent. Normal parameters like /q -q /quiet -quiet etc seemed to have no effect.
Sorry but it looks like you will have to log in to an account of some description. Perhaps create a user that has no rights (aka guest) to get data socket running, then lock the machine rather than logging out.
Best Regards
Anthony Sims
National Instruments - UK