To check the error, you might want to look at the Python Console (Ctrl+~). It may be related to permissions. It can also be related to the tools.jar file (Eclipse magically finds it, but in Command line, and other IDEs in general, it's not that obvious).
Anyway, the version on Package Control or Bitbucket has been deprecated in favor of the Github one. It supports Windows and Sublime Text 3 as well, plus some extra solved issues. The link's in my signature, if you want to have a look.
PS: Sorry for the reeeeeeeally late answer. I am able to rapidly respond to problems directly issued on Github, as I do not always look at the ST forums.