stopping a python windows service

[DK]

i was able to successfully create a windows service using py2exe. it
polls a website periodically and logs it to a file. this is done using
a function that does an infinite loop with periodic "sleeps".

my question is...

what's the best way to stop this service gracefully?

when try to stop it from the services applet from control panel, it
takes forever and then gives me an error.

currently, the only way i am able to stop it is using the task manager
and killing the process.