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Commons Daemon http://jakarta.apache.org/commons/daemon/index.html can be used to run executables or java applications as windows service or UNIX daemon.

FAQ

Is it possible to use the commons daemon to run a executable as Windows service?

Yes, not only java applications can be installed as windows service. Similar to the Srvany.exe tool any other exe can be used.

Sample: Proxomitron (http://www.proxomitron.info/) as windows service

Installation:
prunsrv //IS//PROXO --DisplayName="Proxomitron Proxy" --Description="Proxomitron Web Proxy" --StartImage=c:\proxomitron\proxomitron.exe --StartPath=c:\proxomitron --Type=interactive --LogLevel=DEBUG --LogPath=c:\proxomitron\logs --LogPrefix=procrun.log --Startup=manual --StdOutput=c:\proxomitron\logs\stdout.log --StdError=c:\proxomitron\logs\stderr.log

Uninstallation:
prunsrv //DS//PROXO