Data collector set does not start at system start up

While working on Windows 2008 SP2 I came across a situation where we needed to configure Data Collector Set (Perfmon) and wanted it to trigger an email when the values for certain object reach a predetermined threshold. All went well, except the logs just won't start automatically after the reboot! We tried it on Windows 2003 and Windows Vista. It works fine, the perfmon logs get started automatically after system restart but not on Windows 2008 server. More...