You should be able to open the Connection Manager from the Sage group on the Start Menu or by the icon in the systray (area indicated by a ^ in the Task bar near the clock).  There should be a Start Service button showing if it is not running and a Stop Service button if it is running.  You may have to have Administrative privileges to start and stop the service.

You can also do the same thing in the Services application under Windows Admin. tools on the Start Menu.

Rebooting the computer may work also if the above doesn't.