I wrote a blogpost about this a while ago, but most of them should be applicable. Hope this helps.
But honestly, I always deploy windows using the mongrel-service gem and configure apache before balancing the load between 3 mongrels. Much easier. Also a big advantage for me was that if something went wrong with the thin-service, it did not restart automatically, while the mongrel-service protects your mongrel-process, and if for some reason it goes down, it will restart it again, For me it was something that I could not miss.
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