I created an executable MyService.exe using Visual Studio C# Express. There are no options in the Express version to create a service. In the past, this has been manually installed as a user defined service using the INSTSRV and SRVANY as described in the MSDN Article 'How To Create a User-Defined Service'
Is it possible to create a wix 3.5 installer for this file that
WiX does support installing Windows services, but only native ones. This means that the application must be written as a service.
Since your application uses SRVANY.EXE to run as a service, you have two options
or