Im running Zenoss 3 with wmi datasources zenpack installed and this is how I do it:
Add a WMI Datasource with the following:
SELECT startmode FROM Win32_Service WHERE name="ServiceName"
Then in the datapoint under the datasource in the alias section at the bottom:
ID / Formula
startmode "Auto":1,"Disabled":2,"Manual":3
With this then you can create thresholds if it goes away from its normal state
This is done with startmode but I'm sure would work with state also not sure what hase changed in zenoss 4 I havn't spent time working with it yet.