You can use a BackgroundWorker for the threading, use Process.WaitForExit() to wait for the process to terminate until you stop your service.
You're right that you should do some threading, doing lots of work in the OnStart may render errors about not starting correctly from Windows when starting the service.
protected override void OnStart(string[] args)
{
BackgroundWorker bw = new BackgroundWorker();
bw.DoWork += new DoWorkEventHandler(bw_DoWork);
bw.RunWorkerAsync();
}
private void bw_DoWork(object sender, DoWorkEventArgs e)
{
Process p = new Process();
p.StartInfo = new ProcessStartInfo("file.exe");
p.Start();
p.WaitForExit();
base.Stop();
}
Edit You may also want to move the Process p to a class member and stop the process in the OnStop to make sure that you can stop the service again if the exe goes haywire.
protected override void OnStop()
{
p.Kill();
}