MongoDB Windows Installation:
You can create shorcut to mongod.exe and put it on the desktop or Start menu.
You can aslo change the data folder, for example create data folders in c:\mongodb folder - C:\mongodb\data and C:\mongodb\data\db and change Target field in the shortcut to:
C:\mongodb\bin\mongod.exe --dbpath c:\mongodb\data
For more info see http://docs.mongodb.org/manual/tutorial/install-mongodb-on-windows/