Be logical: a Windows Service keeps running even if nobody logged on. Where do you want to show a form? You are probably confused about the very concept of the service. However, there is nothing wrong in having a separate Windowed process which can interact with the Service. See the solutions by Abhinav and Naerling.
Moreover, this is a very typical approach used, in particular, for Service control.
By the way, the most adequate form of such application is the
System Tray application based on the class System.Windows.Forms.NotifyIcon. See
http://msdn.microsoft.com/en-us/library/system.windows.forms.notifyicon.aspx[
^].
—SA