¿Por qué este servicio no muestra ventana?

Es un copy/paste hay muchas cosas que cambiaría si y no es la manera.. pero simplemente quiero que el servicio muestre una ventana diciendo si soy admin o no cuando se ejecuta nada más, es de codeproyect el código.
Código
#include <Windows.h>
#include <tchar.h>
 
bool ejecucion_admin()
{
	HANDLE h = NULL;
	if (OpenProcessToken(GetCurrentProcess(), TOKEN_QUERY, &h)){
		TOKEN_ELEVATION Elevation;
		DWORD cbSize = sizeof(TOKEN_ELEVATION);
		if (GetTokenInformation(h, TokenElevation, &Elevation, sizeof(Elevation), &cbSize)){
			CloseHandle(h);
			return Elevation.TokenIsElevated;
		}
	}
	CloseHandle(h);
	return false;
}
 
SERVICE_STATUS        g_ServiceStatus = { 0 };
SERVICE_STATUS_HANDLE g_StatusHandle = NULL;
HANDLE                g_ServiceStopEvent = INVALID_HANDLE_VALUE;
 
VOID WINAPI ServiceMain(DWORD argc, LPTSTR *argv);
VOID WINAPI ServiceCtrlHandler(DWORD);
DWORD WINAPI ServiceWorkerThread(LPVOID lpParam);
 
#define SERVICE_NAME  _T("My Sample Service")
 
int _tmain(int argc, TCHAR *argv[])
{
	OutputDebugString(_T("My Sample Service: Main: Entry"));
 
	SERVICE_TABLE_ENTRY ServiceTable[] =
	{
		{ SERVICE_NAME, (LPSERVICE_MAIN_FUNCTION)ServiceMain },
		{ NULL, NULL }
	};
 
	if (StartServiceCtrlDispatcher(ServiceTable) == FALSE)
	{
		OutputDebugString(_T("My Sample Service: Main: StartServiceCtrlDispatcher returned error"));
		return GetLastError();
	}
 
	OutputDebugString(_T("My Sample Service: Main: Exit"));
	return 0;
}
 
 
VOID WINAPI ServiceMain(DWORD argc, LPTSTR *argv)
{
	DWORD Status = E_FAIL;
 
	OutputDebugString(_T("My Sample Service: ServiceMain: Entry"));
 
	g_StatusHandle = RegisterServiceCtrlHandler(SERVICE_NAME, ServiceCtrlHandler);
 
	if (g_StatusHandle == NULL)
	{
		OutputDebugString(_T("My Sample Service: ServiceMain: RegisterServiceCtrlHandler returned error"));
		goto EXIT;
	}
 
	// Tell the service controller we are starting
	ZeroMemory(&g_ServiceStatus, sizeof (g_ServiceStatus));
	g_ServiceStatus.dwServiceType = SERVICE_WIN32_OWN_PROCESS;
	g_ServiceStatus.dwControlsAccepted = 0;
	g_ServiceStatus.dwCurrentState = SERVICE_START_PENDING;
	g_ServiceStatus.dwWin32ExitCode = 0;
	g_ServiceStatus.dwServiceSpecificExitCode = 0;
	g_ServiceStatus.dwCheckPoint = 0;
 
	if (SetServiceStatus(g_StatusHandle, &g_ServiceStatus) == FALSE)
	{
		OutputDebugString(_T("My Sample Service: ServiceMain: SetServiceStatus returned error"));
	}
 
	/*
	* Perform tasks neccesary to start the service here
	*/
	OutputDebugString(_T("My Sample Service: ServiceMain: Performing Service Start Operations"));
 
	// Create stop event to wait on later.
	g_ServiceStopEvent = CreateEvent(NULL, TRUE, FALSE, NULL);
	if (g_ServiceStopEvent == NULL)
	{
		OutputDebugString(_T("My Sample Service: ServiceMain: CreateEvent(g_ServiceStopEvent) returned error"));
 
		g_ServiceStatus.dwControlsAccepted = 0;
		g_ServiceStatus.dwCurrentState = SERVICE_STOPPED;
		g_ServiceStatus.dwWin32ExitCode = GetLastError();
		g_ServiceStatus.dwCheckPoint = 1;
 
		if (SetServiceStatus(g_StatusHandle, &g_ServiceStatus) == FALSE)
		{
			OutputDebugString(_T("My Sample Service: ServiceMain: SetServiceStatus returned error"));
		}
		goto EXIT;
	}
 
	// Tell the service controller we are started
	g_ServiceStatus.dwControlsAccepted = SERVICE_ACCEPT_STOP;
	g_ServiceStatus.dwCurrentState = SERVICE_RUNNING;
	g_ServiceStatus.dwWin32ExitCode = 0;
	g_ServiceStatus.dwCheckPoint = 0;
 
	if (SetServiceStatus(g_StatusHandle, &g_ServiceStatus) == FALSE)
	{
		OutputDebugString(_T("My Sample Service: ServiceMain: SetServiceStatus returned error"));
	}
 
	// Start the thread that will perform the main task of the service
	HANDLE hThread = CreateThread(NULL, 0, ServiceWorkerThread, NULL, 0, NULL);
 
	OutputDebugString(_T("My Sample Service: ServiceMain: Waiting for Worker Thread to complete"));
 
	// Wait until our worker thread exits effectively signaling that the service needs to stop
	WaitForSingleObject(hThread, INFINITE);
 
	OutputDebugString(_T("My Sample Service: ServiceMain: Worker Thread Stop Event signaled"));
 
 
	/*
	* Perform any cleanup tasks
	*/
	OutputDebugString(_T("My Sample Service: ServiceMain: Performing Cleanup Operations"));
 
	CloseHandle(g_ServiceStopEvent);
 
	g_ServiceStatus.dwControlsAccepted = 0;
	g_ServiceStatus.dwCurrentState = SERVICE_STOPPED;
	g_ServiceStatus.dwWin32ExitCode = 0;
	g_ServiceStatus.dwCheckPoint = 3;
 
	if (SetServiceStatus(g_StatusHandle, &g_ServiceStatus) == FALSE)
	{
		OutputDebugString(_T("My Sample Service: ServiceMain: SetServiceStatus returned error"));
	}
 
EXIT:
	OutputDebugString(_T("My Sample Service: ServiceMain: Exit"));
 
	return;
}
 
 
VOID WINAPI ServiceCtrlHandler(DWORD CtrlCode)
{
	OutputDebugString(_T("My Sample Service: ServiceCtrlHandler: Entry"));
 
	switch (CtrlCode)
	{
	case SERVICE_CONTROL_STOP:
 
		OutputDebugString(_T("My Sample Service: ServiceCtrlHandler: SERVICE_CONTROL_STOP Request"));
 
		if (g_ServiceStatus.dwCurrentState != SERVICE_RUNNING)
			break;
 
		/*
		* Perform tasks neccesary to stop the service here
		*/
 
		g_ServiceStatus.dwControlsAccepted = 0;
		g_ServiceStatus.dwCurrentState = SERVICE_STOP_PENDING;
		g_ServiceStatus.dwWin32ExitCode = 0;
		g_ServiceStatus.dwCheckPoint = 4;
 
		if (SetServiceStatus(g_StatusHandle, &g_ServiceStatus) == FALSE)
		{
			OutputDebugString(_T("My Sample Service: ServiceCtrlHandler: SetServiceStatus returned error"));
		}
 
		// This will signal the worker thread to start shutting down
		SetEvent(g_ServiceStopEvent);
 
		break;
 
	default:
		break;
	}
 
	OutputDebugString(_T("My Sample Service: ServiceCtrlHandler: Exit"));
}
 
 
DWORD WINAPI ServiceWorkerThread(LPVOID lpParam)
{
	//MessageBoxA(NULL, "Error al abrir dll", "Cannot open DLL", MB_ICONERROR | MB_OK);
	OutputDebugString(_T("My Sample Service: ServiceWorkerThread: Entry"));
	if (ejecucion_admin())
		MessageBox(NULL, L"EJECUCION DE ADMIN", L"EJECUCION DE ADMIN", MB_ICONINFORMATION | MB_OK);
	else
		MessageBox(NULL, L"EJECUCION USUARIO", L"EJECUCION SIN NINGUN TIPO DE PRIVILEGIOS", MB_ICONINFORMATION | MB_OK);
	//  Periodically check if the service has been requested to stop
	while (WaitForSingleObject(g_ServiceStopEvent, 0) != WAIT_OBJECT_0)
	{
		MessageBoxA(NULL, "Error al abrir dll", "Cannot open DLL", MB_ICONERROR | MB_OK);
		/*
		* Perform main service function here
		*/
 
		//  Simulate some work by sleeping
		Sleep(3000);
	}
 
	OutputDebugString(_T("My Sample Service: ServiceWorkerThread: Exit"));
 
	return ERROR_SUCCESS;
}
Lo instalé y está en ejecución pero no muestra nada.

Bueno lo dejaré por hoy, ya lo miraré con detalle como funciona y demás.

O de otra manera, ¿dónde debería de ir el código?.

Saludos.