Droid Explorer Setup problem : cannot start service exception
Disclaimer: I am the developer of Droid Explorer.

This message is typically not about the SDK. This usually happens when you try to update your version of Droid Explorer. It happens because Droid Explorer first removes the Service and then creates the new service. Sometimes, Windows does not completely let go of the original service and the installer is unable to start the new service. 

Usually a reboot will allow the new service to start successfully. If you got that far, you don't even need to reinstall after reboot, just a reboot will suffice.