So after reading this post and searching around on Project Kenai's website, I found that he used .NET 2.0 to build his winsw.exe program, which is what is used to create the service wrapper.
I then installed the latest .Net 4.0 on my server, and this did not work, but the results were better than not having .Net installed. I then un-installed .Net 4.0 and reverted back to 3.5 SP1 and all of its lovely updates, and re-installed GlassFish, as I am just starting to deploy it at this time (some may not have this option, not sure if it mattered or not). I then ran the "asadmin create-service" and worked like a charm, adding a "domain1 Glassfish Service" to my list of Windows Services. I am able to stop and start the service and log off of the machine, with the service still running. I did add the -Xrs to my java options just to be sure, but things seem to be working nicely.
Steve
[Message sent by forum member 'stevecz']
http://forums.java.net/jive/thread.jspa?messageID=481158