I've recently updated my notes on how to get ganglia going as a service on win2008 anyway using the Windows Ressource Kit Tools 2003, in paticular srvany.exe
Please read
here for detailed instructions.
It should also be possible to have ganglia running as a service using the cygwin cygrunsrv.exe with creates services too. Thanks to Nigel for pointing that out.
Due to the changes from 2008 to 2008 R2 the binary no longer works and currently I've Problems on rebuilding the binary under Win2008 R2 with Cygwin.
JH