Newbee :: Question about service

Hi, i'm new on C++ and I'm trying to write a simple windows service
for learning purposes. I created it on MS VC 6 (i'm sorry, this is the
official version of the company I work for) using the wizard. I'm
pasting only the code I've changed indicating them with *****.

The question is: when I run the service from inside the VS IDE, the
file writes normally. But when I go to a DOS window, register the
service and start it (using NET START command or Control Panel
Services applet), the file is not created. I though it was a question
of credentials and I configured the service to start using the
administrator account. But I've got no success. Could someone help.
I'm pretty sure that I'm doing something stupid, but I can't see what.

(if some one give me some advice about thread calling, I'd appreciate
very much)

in StdAfx

static DWORD WINAPI MyThreadWrapper(void *classPtr); //**********

// data members
public:
int iCounter; //**********
ofstream myfile; //**********

DWORD WINAPI MyThread(); //*******

on srv1.cpp

inline void CServiceModule::Start()
{
    SERVICE_TABLE_ENTRY st[] =
    {
        { m_szServiceName, _ServiceMain },
        { NULL, NULL }
    };
    if (m_bService && !::StartServiceCtrlDispatcher(st))
    {
        m_bService = FALSE;
    }
    if (m_bService == FALSE)
    {
        this->iCounter = 0; // *********
        this->myfile.open("c:\\temp\\example.txt", ios::out | ios::ate); //
**********
        Run();
    }
}

inline void CServiceModule::Handler(DWORD dwOpcode)
{
    switch (dwOpcode)
    {
    case SERVICE_CONTROL_STOP:
        SetServiceStatus(SERVICE_STOP_PENDING);
        PostThreadMessage(dwThreadID, WM_QUIT, 0, 0);
    this->myfile.close(); //*********
        break;
    case SERVICE_CONTROL_PAUSE:
        break;
    case SERVICE_CONTROL_CONTINUE:
        break;
    case SERVICE_CONTROL_INTERROGATE:
        break;
    case SERVICE_CONTROL_SHUTDOWN:
        break;
    default:
        LogEvent(_T("Bad service request"));
    }
}

void CServiceModule::Run()
{

// some code here
    if (m_bService)
        SetServiceStatus(SERVICE_RUNNING);

    DWORD dwID; //********
    HANDLE hThread; //**********

    this->bEndThreads = false; //************

    hThread = ::CreateThread(0, 0, MyThreadWrapper, (void*)this, 0,
&dwID); //**********

    MSG msg;
// some other code here
}

// these two functions are new

DWORD WINAPI CServiceModule::MyThread()
{
    while(!this->bEndThreads)
    {
        this->iCounter++;

        myfile << "Executing thread (";
        myfile << this->iCounter;
        myfile << " times)\n";

        Sleep(1000);
    }
    return 0;
}

/////////////////////////////////////////////////////////////////////////////

DWORD WINAPI MyThreadWrapper(void *classPtr)
{
CServiceModule *CsrvMod = (CServiceModule *)classPtr;
return CsrvMod->MyThread();
}

Thanks in advance