Oke, I think I've found something. Cygwin has a tool that starts a Cygwin daemon as a Windows Service.
Download
this zipfile [projects.leisink.org], place the executable in it in the Hiawatha\bin directory (which contains cygwin1.dll), open a Command Prompt, go to that bin directory and use the following command:
cygrunsrv.exe -I hiawatha -d "Hiawatha webserver" -p "C:\Program Files\Hiawatha\bin\hiawatha.exe" -a "-d"
If everything went well, you can now start and stop the Hiawatha webservers via the Services panel in the Computer Management program. It worked for me. Please let me know if it also works for you.