It may be that the ASP.NET events discussed in the previous video are diagnosting the performance of you service. However it not (or you are not using ASP.NET), you will want to log your own ETW events. This video shows you
how easy it is to do this from C# by using a V4.5 Runtime class called System.Diagnostics.Tracing.EventSource (there is also a stand alone version for V3.5 or V4.0 runtimes). The video goes through the process end-to-end from
creating the C# method to do the logging, through activating the logging using PerfView, and finally displaying the events in PerfView's 'events' view.
It is best to watch the video using one of the high quality links on the right so the text is readable.
See the companion blog entry for the demo code and stand alone EventSource DLL. You may also be interested in the whole PerfView Tutorial Series, as well as performance related material at Vance Morrison's Performance Blog.