Craig, this is what I have that your code looks like and that should be fine:

class Program
    {
        static void Main(string[] args)
        {
            var baseAddress = "http://localhost:8080/";
            HttpSelfHostServer server = null;

            try
            {
                var config = new HttpSelfHostConfiguration(baseAddress);
                config.Routes.MapHttpRoute(
                  name: "default",
                  routeTemplate: "api/{controller}/{id}",
                  defaults: new { controller = "Home", id = RouteParameter.Optional });

                server = new HttpSelfHostServer(config);

                server.OpenAsync().Wait();

                Console.WriteLine("Hit ENTER to exit");
                Console.ReadLine();
            }
            finally
            {
                if (server != null)
                {
                    server.CloseAsync().Wait();
                }
            }
        }
    }

    public class HomeController : ApiController
    {
        public string Get()
        {
            return "Hello World";
        }
    }

If this doesn't work then something strange is going on. One thing to try is turning on exceptions and run it in debug (see under the Debug/Exceptions menu and then check "CLR exceptions"). That should give you what the exception is.

Thanks,

Henrik