Hallo Karthi,
this is most probably what it says, your service starts and then
finishes. You could have an exception thrown, or it is your application
normal behaviour.
When you write win services, it is good practice to log everything into
eventlog for example. Or, it is usual to write service first as console
application without all neccessary Installer stuff and try all your
work with visible output.
Your service should do something, or simply wait something all the time
until it is finished from SCM.

regards, Martin