srvany is a program(created by Microsoft) that lets you run any program as a service. Basically, all it does is run any program you tell it to, without a GUI/Console. Then it takes care of handling service stoppage requests, etc. I've set up a windows soldat dedicated server with it before, it runs very well. It's only 13K in size too, so it has a negligible impact on performance.
Getting the dedicated server to run as a true windows service is very unlikely to happen, due to the language of choice (delphi).
Like EnEsCe said, there is NO reason not to use srvany. srvany is also commonly used for other game servers, as rarely does a server come with service capabilities. ie: Half-Life, Unreal Tournement, etc.
Download:
http://www.tacktech.com/pub/microsoft/service/srvany.zipQuick Instructions:
http://www.tacktech.com/display.cfm?ttid=197Also, read the .WRI file that comes in the zip, as it contains more info.
Perhaps this is theperfect time to revive the automated tool I was working on to do this...? (abandonded due to using linux for servers over windows)