Mercury Service is intentionally disabled. I believe if you install it as a service, it will go into "trial mode" and a 30 day trial will start. After it has expired, it will ask you to register it. To avoid this, we use the fully free standalone mode.
You may want to look into a different mailserver (if you really need one) Mercury is buggy (IMO). You might want to consider the free hMailsever (no need for anything else).