Windows Service - Create and Install Steps

For VS2005

I found it was very helpful, especially this was a first time I had worked on Windows Service.
http://support.microsoft.com/kb/317421


This is another weblink could be helpful.
http://aspalliance.com/1316_Working_with_Windows_Service_Using_Visual_Studio_2005.all


For VS2003
http://www.ondotnet.com/lpt/a/4109