When the client runs as a "service" it means that it is started during boot-up, regardless of whether anyone logs onto the computer (if you pause for logon, that it).
You can't forget it, you have trouble even stopping it.
To install it as a service, at a command prompt in the proper DNET folder, just type dnetc.exe -install and it will tell you that you have installed it as a service.
But, it is not running until your next reboot, or until you start it manually with just "dnetc.exe"
There is no performance benefit, just a "set and forget" kind of thing. See some other threads about how to manage the client when it running as a service.