I'm starting a service under WinXP that must be run with my credentials.
This works fine as long as I don't have to change my password.
Is there a way to start a service always with my current credentials (i.e. domain login)?
No, not with Windows directly (and I don't know of any third party tool).
You will have to create an account (which is sometimes referred to as a service account) for this.
If you set it up with your own account, and change your password, you will not be prompted to update it for services (or even scheduled tasks), they will just not run.