I was using -noCertificateCheck so there was no issue with SSL certificates. Either way thanks for the suggestion.
Meanwhile i was able to find a workaround:
After installing Hudson Slave as a service I got to the local (on Slave) directory and found jenkins-slave.xml
I edit the <arguments> entry to add the necessary jar to the invocation classpath:
commons-codec-1.5.jar is the jar missing and you can grab it here (just unzip and it's there)
Put commons-codec-1.5.jar in the local slave directory (inside a newly created lib directory)
Change the <arguments> entry to add commons-codec-1.5.jar to the classpath like this -Xrs -jar "%BASE%\slave.jar" -jnlpUrl <url_to_jnlp> -classpath "%BASE%\lib\commons-codec-1.5.jar" -jnlpCredentials <user>:<password> -noCertificateCheck
Start service in windows and monitor jenkins-slave.err.log