We have seen a few users run into this error on starting Windows agent for the first time. The best way to resolve this is to run as admin directly from Windows and not through the start script.
The start script attempts to run itself as an administrator, but it seems that the Windows agent may have issues running on certain Windows systems.
The steps to resolve the issue:
DataSet Startup Script
1. Navigate to
2. right-click "Start the Scalyr Agent"
3. Run as Administrator
4. The agent should start.