(-1) Assume your mongos config file is at C:\MongoDB\mongos.conf, and
that you've tested that it works.

(0) Start cmd.exe as an administrator

(1) Install srvany.exe as a service, like this:

C:\Program Files\Windows Resource Kits\Tools>"C:\Program Files\Windows Resource
Kits\Tools\instsrv.exe" mongos "C:\Program Files\Windows Resource Kits\Tools\srv
any.exe"

The output looks like this:

--
The service was successfuly added!

Make sure that you go into the Control Panel and use
the Services applet to change the Account Name and
Password that this newly installed service will use
for its Security Context.
--

(2) Start regedit.exe

(3) Find the subkey 

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\mongos

(4) Right click on mongos, select New > Key.  Name the key Parameters.

(5) Select the Parameters key.

(6) Right click in the right window. Select New > String Value.  Name
the new value Application.

(7) Modify Application's value to be the full path to mongos.exe
(e.g., c:\mongodb\bin\mongos.exe)

(8) Right click in the right window again. Select New > String Value.
Name the new value AppParameters.

(9) Modify AppParameters's value to be the arguments to mongos (e.g.,
--config C:\mongodb\mongos.conf)

(10) NET START mongos