To run stunnel as an app rather than a service.

Unzip all the stuff .... at a command prompt (or in a batch file) do

start /b stunnel.exe

This will bring up the stunnel symbol in the tray as well.

When you have finished with it

taskkill /f /im stunnel.exe

Works for me. The first time you run it you may get a bit of firewall stuff to cope with, but that is just a oncer,
However, when you kill it, the tray icon does not disappear (on my Vista machine). So if I do it all again I get two tray icons, then three then etc etc.

If I put the mouse on the row of tray icons after killing stunnel, they all disappear ... go figure

I'm using stunnel with blat to give me "email-from-anywhere" functionality.

IB