When you use this distribution:
http://jakarta.apache.org/builds/jakarta-tomcat-4.0/release/v4.0.1/bin/jakarta-tomcat-4.0.1.exe It asks you if you want to run Tomcat as a service. It should ask you for WinNT and 2000... not sure about Win9x. (it's the second check box and it's called "NT Service (NT /2k/XP only)" ) So i guess that answers 9x.
It should function, even if the user has not logged in.
Tomcat, by default, attempts to use 8080, and several other ports. If you want the complete list, examine server.xml.