One of my close friend was asking me today how to install a windows service that is written in .Net.
I sent him couple of links quickly after searching google, and this may help others as well.
http://csharpcomputing.com/Tutorials/Lesson22.htm
http://www.codeproject.com/dotnet/simplewindowsservice.asp
http://www.codeguru.com/Csharp/Csharp/cs_network/windowsservices/article.php/c6027
and if you are tired of installing and uninstalling a service while development here is another way I have done it using a bat file. Its worth having a look too, how I have created a installer for the win service.
http://www.codeproject.com/dotnet/smartjobmanager.asp
Here is another on for c# 2005
http://support.microsoft.com/kb/816169/