I've done this exact thing with an MFC-based C++ application in Visual Studio 2008 and a .NET-based C# Windows service.
First, if you have not created the C# Windows services yet, I've got a couple of tutorials for creating the basic framework. The first tutorial provides a step-by-step procedure for creating the service and writing events to an application-specific event log. The second tutorial shows how to modify the service to install and uninstall itself from the command line, which I find of great use.
Second, you need to decide how you are going to communicate between your MFC application and your Windows service. Any kind of inter-process communication (IPC) model will work - sockets, pipes, shared memory, WCF, etc. Since you are wanting to migrate to .NET anyway, I would recommend using Windows Communication Foundation (WCF), which is the way I've done it. Specifically, I chose the named pipe aspect of WCF for my communication method based on the chart shown here.
If you go down the WCF route, you'll benefit from the fact that the communication between application and service is .NET-based. Thus, when you move your application to .NET, the communication mechanism won't have to be rewritten. The trick in the meantime is getting your MFC application to use the WCF code. To do this, write the WCF client code in a .NET assembly using C#. Then, use a C++ dll to bridge the gap between your MFC code and the .NET assembly. I've got another tutorial with step-by-step instructions for how to do this.
Hope this helps.