Services are created like this:

  (multiple-value-bind (success errcode)
      (ntservice:create-service 
       "MyService" 
       "My Common Lisp program service" 
       "c:\\devel\\program\\program.exe /runfast /dontcrash")
    (if success
	(format t "all is well~%")
      (error "create-service failed: ~A"
	     (ntservice:winstrerror errcode))))