An example for building a windows service from a java application with procrun. Details are explained in this blog post.
The sample works on Win 7 64bit, but can be fitted on other systems with relative ease.
Project files for Eclipse are included, so if you want to build the application with Eclipse, simply clone the project.
For convenience, a pre-built jar file for the service which you can use directly, someservice.jar, is included in the project. I also included an amd64 version of procrun. If your architecture is different, you need to replace this one with a version suitable for your system. prunsrv.exe is licensed with the Apache license and more details are available here.
Finally, you need to adjust installService.bat to your system. Especially PR_INSTALL and PR_JVM are of relevance.