There are quite a number of things that were stripped from Microsoft’s proud Visual Studio Express series. One of them being the resource editor in C++, another one being a buttload of templates for your project type. Like… let’s say… Windows service.
Now, while I dug myself through the documentation on how to write a service the more obvious and easier solution was ignored: Use SharpDevelop. It comes with a lot of handy templates… like Windows service. It can do a lot more though; the new beta version features support for XAML, respectively WPF, which is quite a nice addition.
So, best thing to do (if you don’t want to skim out the money for the full version of Visual Studio) is to use both IDEs side by side.