Tried pdi-ce-4.1.0-stable and pdi-ce-4.2.0-stable
My Machine - Windows 7 64 bit
When I run Spoon.bat cmd line window appears and disappears and then nothing happens.
When I tried to run it from command line, I get
DEBUG: Using JAVA_HOME DEBUG: _PENTAHO_JAVA_HOME=C:\Program Files\Java\jdk1.5.0_22 DEBUG: _PENTAHO_JAVA=C:\Program Files\Java\jdk1.5.0_22\bin\javaw
C:\pentaho\data-integration>start "Spoon" "C:\Program Files\Java\jdk1.5.0_22\bin \javaw" "-Xmx512m" "-XX:MaxPermSize=256m" "-Djava.library.path=libswt\win64" "-D KETTLE_HOME=" "-DKETTLE_REPOSITORY=" "-DKETTLE_USER=" "-DKETTLE_PASSWORD=" "-DKE TTLE_PLUGIN_PACKAGES=" "-DKETTLE_LOG_SIZE_LIMIT=" -jar launcher\launcher.jar -li b ..\libswt\win64
But then again the PDI GUI doesn't open. I have run the same on another 32 bit machine and it runs perfectly.
Their are few things which are not supportable by jdk which are 1.6 or lower then that, try to download jsk 1.7 and configure it may be your problem will solved, because i faced few errors in the past which are because of lower version of jdk.