Here are the steps:
1. Create a sample Windows Service.
2. Install it. For example via command line:
C:\>sc create MyWindowsService binpath= D:\Projects\MyWindowsService\MyWindowsService\bin\Debug\MyWindowsService.exe
3. Run profiler. Run "Profile" -> Select "Windows Service"
4. Select your windows service from the drop down list "Service"
5. Click "Run" to start the service and start profiling.
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