Sergey, from Ukraine wrote in to the site to point Nginx for Windows users to his 3 add-on programs:
- Add-on to install Nginx as a service: NG_SRVINST
- Utility to convert from an Apache virtual host to an Nginx server: NG_SITE
- Program to manage and control the Nginx service. It automatically restarts if Nginx freezes. Stop, start, and view status in system tray: NG_TRAY
Please check these programs out, and leave comments about what you think. The above pages are in Russian, but have English instructions. Note that I have not tried these programs myself, but and passing these links on in the hopes that if will help other Nginx for Windows users.