The Email to Case Agent (E2C Agent) was not designed to run as a Service on Windows. The supported version of email to case must run inside a command prompt window on the local machine. Any other configuration or modification of the email to case agent code is not supported by Salesforce support.
While NOT supported by Salesforce.com, some customers have reported success using 3rd party tools to provide a service wrapper.
This service wrapper will allow the agent to run as service and be automatically started on boot.
One popular tool for this purpose is Wrapper, an open-source Java Service Wrapper: http://wrapper.tanukisoftware.com/doc/english/introduction.html
ServiceMill from ActivePlus (http://www.activeplus.com/us/products/smill/) is another such tool; it is not free, but a number of Salesforce.com users have reported success with it.
There is a 3rd option which is FREE and also has worked for a few customers, is by using Srvany.exe file to turn the process into a Service. It is offered by Microsoft and you can find more information on their website or online