I use Win2k, and both 3.2.1 and 4.0.1 versions of Tomcat.
If you download the exe distribution of Tomcat 4.0.1, the installer will ask if you want to install Tomcat as a service. So there is one option.
The other option is to put Tomcat in your startup group, which is a total fake-out, but at least it starts and runs when your computer does ... although only *after* you complete the login.
To run it as a true service, you would need to investigate which entries in the registry you need to make. In my former life as a VB programmer, it was a relatively easy thing to make a small dll run as a service, it was a few entries in the registry , and voila.. you had a service. But perhaps there's a lot of COM stuff being hidden by VB, and maybe to get a java app to run as a service is more difficult?