I don't have access to Windows Server 2008 so I can't affirm it work, but you are the first reporting the problem and PDFE works fine in Windows Vista, (similar OS specificities) so I suppose what you are experiencing is some kind of user permissions problem, or something else related to your system itself.
You are installing PDFE in the server itself, or in a client desktop?
The OS is 36 bits of 64 bits?
PDF Explorer create the database files, and some configuration files, in the logged user applications data folder.
C:\Users\<LoggedUserName>\Application Data\PDF Exploreror
C:\Documents and Settings\<LoggedUserName>\Application Data\PDF Exploreror
type
%appdata% in the Windows Explorer address
Check if the PDF Explorer folder exists there, and is write enabled for the logged user.
You can also change the path where PDFE will create/look for the database files editing this registry key
[HKEY_CURRENT_USER\Software\PDFExplorer\Options]
"DatabaseFolder"="C:\\Users\\<LoogedUserName>\\AppData\\Roaming\\PDF Explorer\\"or you can redirect the local where PDFE will look for it, adding the
dbpath=YourPathToDatabaseFolder command line parameter.
Just create a C:\PDFEDataFolder, or some other name/path work folder.
Now edit the PDF Explorer shortcut and change the target field to:
"C:\Program Files\PDF Explorer\PDFExplorer.exe" "dbpath=C:\PDFEDataFolder"Obvious you have to adapt the paths to your case.
Let me know of your findings