Real-time app and WinNT

I have a security access application, working on Win9x. When it started on WinNT, it uses too much of CPU time. Can I solve this problem? A friend says that I must convert application to a service. What is this? Or any other ideas?
Any help will be appresiated.
(Sorry for my bad English.)

[Rob Wainwright]

A service is an application which is run under the Service Control Manager normally without any user interaction. I.e. when you book into NT, the service starts up. You can view the services (and start/stop them) from the control panel.

However, if the route of your problem is that it is using too much CPU time, then converting an application to a service will not help. There are a number of things to check first. First, what process priority are you setting on the application ? Secondly what threading/synchronisation model are you using. I have seen code based on PeekMessages constantly looking for activity which is going to hit performance.