
NT Service: An OLE Control for Creating Windows NT Services in Visual Basic (MSDN article)
There are several disadvantages to the NTService OCX. You'll find things
such as dependencies ( i.e. SQL Server ) may not get loaded in time for your
service to connect, and tray icons are a bit of a pain as well, since you
get no notification on when a user has logged on ( replace the tray icon ).
If its of interest, I have an OCX I wrote that will run on 95/98 that does
all the above.