When Firefly is running, click on the icon in the system tray to bring up the configuration interface. Click on Server.
Check the box that says "Start Firefly when Windows starts"
and the box that says "Enable Firefly icon in system tray"
You could also try editing the mt-daapd.conf file in
Program Files - Firefly Media Server, and change the debug level to, say, 5, to get more information about what is going on. Put this statement into the mt-daapd.conf file and restart Firefly:
debuglevel = 5