I am writing a Windows Service that connects to a remote Web Service and performs a number of data transfer operations in the background. Being new to Windows Services, I was wondering as to what is the default behaviour when the system is shutdown (under normal circumstances) while a background Windows Service is in the middle of an operation.
Does the system notify the user that a background process is performing an operation If not, is there any way of notifying the system about the running process
Many Thanks in advance...

Windows Services & System Shutdown
PeelerJ
Introduced in .NET Framework 2.0 is the void RequestAdditionalTime(int milliseconds) method, which will extend the timeout period and prevent the SCM from displaying "Not responding" for the service. This can only be called from OnContinue, OnPause, OnStart, and OnStop. You can't call it from OnShutdown.
* N.B. To receive the OnShutdown notification, you must set CanShutdown to true.