add windows service to update web server file and sql server database records

I have a web application that that has a datagrid which pulls data from a sql server. The records in the datagrid needs to be archive every night so that the datagrid only shows the most up to date records. The archiving process involves relocating some pdf files in the web server and updating records in the sql server database. I am thinking to use windows service to run this schedule task but I couldn't find any useful article about setting a windows service for an existing web application. I am using vs2003 and sql server 2005. Could anyone help? It will be helpful to give detail explaination. Thank you!