This handler is invoked either when InstallRtServiceDescriptor is called, or when the first call to CreateRtPort is made for this service, depending on the state of the FL_LATE_INIT flag in the wServiceFlags field of the SERVICEDESC structure. If the flag is set, the invocation of the Initialize handler is delayed.
The handler must perform any service-specific initialization functions and return a suitable status code in pExcep to the caller. Any status other than E_OK results in failure to install the descriptor.
void Initialize(
    LPSERVICEDESC pService, // pointer to service descriptor
    LPWORD pExcep           //pointer to exception code
);
Return status code in pExcep.
RT Service handlers, InstallRtServiceDescriptor, CreateRtPort, SERVICEDESC