There is a good example in MSDN under the title "Creating a Simple Win32 Service in C++" that uses Event Logging. Perhaps the most time consuming thing for me was getting the process straight to create a MESSAGETABLE entry for the resources and integrating it into my system. While I'm not certain if my way is the "correct" (or even recommended) method, I have found that it works.
My approach was to allow integration of a MESSAGETABLE into my resource file while allowing me to inherit the CNTService class into my own specific service. This required that I combine the CNTService .mc file with the one used by my new service into a single file prior to submitting it to the message compiler as part of a custom build step in the IDE. I then add the resultant files to the resource file via the "View/Resource Includes" menu in the C++ IDE. If you need more detail, let me know, but I would recommend looking at the MSDN examples first and study the way in which the resource file(s) are integrated into your project.
If someone knows a better way, I'm all ears. This method is a little cumbersome.