Check out FireDaemon. I've used it before. Easy as

FireDaemon is a utility that allows you to install and run virtually any native Win32 application or script (eg. BAT/CMD, Perl, Java, Python, TCL/TK) as a Windows NT/2K/XP/2K3 service. FireDaemon features easy configuration (via GUI or XML), a low memory/CPU overhead, subprocess prioritisation, custom environments, CPU binding plus monitoring and logging to the event log and on-disk log files.