if not IsWin2003 then
 Application.Initialize;

const
 WM_INITAPP = WM_APP + 1;

procedure TMyServer.AppMessage(var Msg: TMsg; var Handled: Boolean);
begin
 if (Msg.message = WM_INITAPP) and (FEvent <> 0) then begin
   Application.Initialize;
   SetEvent(FEvent);
 end;
end;

procedure TMyServer.ServiceStart(Sender: TService; var Started: Boolean);
begin
 if IsWin2003 then begin

    Forms.Application.OnMessage := AppMessage;
    FEvent := CreateEvent(nil, true, false, nil);
    PostMessage(Forms.Application.Handle, WM_INITAPP, 0, 0);
    WaitForSingleObject(FEvent, INFINITE);
    CloseHandle(FEvent);
    FEvent := 0;
    Forms.Application.OnMessage := nil;
 end;
 CoInitializeEx(nil, COINIT_APARTMENTTHREADED);
 ...
end;

function IsWin2003: boolean;
begin
 Result := (Win32MajorVersion > 4) and (Win32MinorVersion > 1);
end;