I have no experience with Mongrel, however I write Windows Service programs in C#.
When a Windows service is installed, it registers a Service Name (as declared in the installed service application). From that point on, you call upon the service using its registered name. In this case, the mongrel website states that you use mongrel_service as the service name when starting stopping, etc.
It states that if you want to change the registered service name you can use the Mongrel_Rails program with the -D parameter to change it.
I think that the actual service file is GemPlugin, and you can use the mongrel_rails application to communicate with the windows service.
You have probably already seen this site, but http://mongrel.rubyforge.org/wiki/Win32 does explain it fairly well. I think the answer to your "how to associate" is in there too.
// Jerry