Resolution:
How to setup multiples Engines on a machine with all of them registered as a service.

Note: You cannot run all Engines at the same time; only one Engine instance at a time.

         1. Log on to the machine.
         2. Start Internet Explorer and log on to the Primary Director.
         3. Select Engine > Engine Install > Manual Install.
         4. Click Next three times.
         5. Enter the URL to access primary director.
         6. Let install finish installing JRE, resources, etc.
         7. Click Finish for the Installer.
         8. When Engine icon is yellow, Exit from it.
         9. Go to: C:Program Filesdatasynapse
        10. Copy the Engine directory under e:engines
        11. Rename the Engine directory to another name (e.g.: engine4.2)
        12. Open a Command Prompt and type: instsrv enginesv.exe
            (e.g.: instsrv Engine4.2 e:enginesEngine4.2enginesv.exe)
        13. Go to Start > Settings > Control Panel > Add or Remove Programs.
        14. Select the Datasynapse Engine and remove it. You can now install another version of an Engine. Start at step 4.

Multiple version of Engine on a machine