Windows Services: OnStart loop - do I need to delegate?

I've got a windows service which scans a folder every n seconds for changes. I'm getting "the service did not respond to the start command in a timely fashion" when trying to start it up.

I've got a loop setting off in OnStart like so:

 public void OnStart(string[] args)
 {
    while (!_shouldExit)
    {
        //Do Stuff

        //Repeat
        Thread.Sleep(_scanIntervalMillis);
    }
 }

Is this what is causing the error? Should I delegate this method?