One way to do it is with SRVINSTW.EXE from Windows Resource Kit. You
can make a service out of any executable this way.
Here is a page describing how to do it (this one is for Instiki, but it doesn't really matter):
http://www.instiki.org/show/Running+as+a+Windows+Service
Sorry that this solution is not as straight forward as the ruby way.
But it works i run my apps that way.