You can use
reg add HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run /v ServiceName /d "c:\path\to\service\file\exe"
And it will appear int the service list. I do not know, whether that works correctly though. A service usually has to listen to several events.
There are several service wrapper though, that can run any application as a real service. For Example Microsofts SrvAny from the Win2003 Resource Kit