PER 'Programming Server-Side Applications for Microsoft Windows 2000' ISBN: 0-7356-0753-2

        myServiceStatus.currentState = (int)State.SERVICE_START_PENDING;
        myServiceStatus.checkPoint = 1;
        myServiceStatus.waitHint = 5000;
        SetServiceStatus(handle, ref myServiceStatus)

After your worker thread(s) start and are your service is running, call (before OnStart ends):

        myServiceStatus.currentState = (int)State.SERVICE_RUNNING;
        myServiceStatus.checkPoint = 0;
        myServiceStatus.waitHint = 0;
        SetServiceStatus(handle, ref myServiceStatus);

For more on writing services in .NET please search Google on: 'SetServiceStatus' and 'ServiceBase'

C# Definition:

   [DllImport("advapi32.dll")]
   private static extern bool SetServiceStatus(IntPtr hServiceStatus, ref SERVICE_STATUS lpServiceStatus);

VB Definition:

Declare Function SetServiceStatus Lib "advapi32.dll" (

    ByVal hServiceStatus As IntPtr,
    ByRef lpServiceStatus As SERVICE_STATUS)
    As Integer

User-Defined Field Types:

    public enum State
    {
    SERVICE_STOPPED = 0x00000001,
    SERVICE_START_PENDING = 0x00000002,
    SERVICE_STOP_PENDING = 0x00000003,
    SERVICE_RUNNING = 0x00000004,
    SERVICE_CONTINUE_PENDING = 0x00000005,
    SERVICE_PAUSE_PENDING = 0x00000006,
    SERVICE_PAUSED = 0x00000007,
    }

   [StructLayout(LayoutKind.Sequential)]
   public struct SERVICE_STATUS {
       public long serviceType;
       public State currentState;
       public long controlsAccepted;
       public long win32ExitCode;
       public long serviceSpecificExitCode;
       public long checkPoint;
       public long waitHint;
   };

Notes:

1) The Microsoft MSDN Site is incorrect in their example for C#! They do not call the lpServiceStatus argument using the ref modifier.

2) To have this work on all platforms (64-bit and 32-bit) you must use the IntPtr. Never use an int/Integer as it does not adapt.