It's been a while since I built a windows service and I forgot how annoying it is having to install and uninstall it using installUtil.exe from the command line every time I build it. Automating this task makes building and running windows services projects in Visual Studio much more fluent.
In Visual Studio 2008 right click on your windows services project and choose properties from the context menu to open the properties window.
On the compile tab, at the bottom right click the Build Events... button
The Build Events dialog will open
Make sure that "On successful build" is selected in the Run the post-build event drop down list.
In the Post-build events text box enter commands similar to the following:
%WinDir%\Microsoft.NET\Framework\v2.0.50727\installutil /u "$(TargetPath)"
%WinDir%\Microsoft.NET\Framework\v2.0.50727\installutil "$(TargetPath)"

Of course you must make sure that you reference the correct path to .NET framework version that you are using.
Finally, you may have to run the install command manually from the visual studio command line the first time just to make sure that the uninstall command doesn't fail when you build for the first time.