Agora o código vai... hehehe.
Option Explicit
Private Const STILL_ACTIVE As Long = &H103
Private Const PROCESS_ALL_ACCESS As Long = &H1F0FFF
Private Declare Function OpenProcess Lib "kernel32" (ByVal dwDesiredAccess As Long, ByVal bInheritHandle As Long, ByVal dwProcessId As Long) As Long
Private Declare Function GetExitCodeProcess Lib "kernel32" (ByVal hProcess As Long, lpExitCode As Long) As Long
Private idProg As Long
Private hProg As Long
Private iExit As Long
Private Sub Form_Load()
idProg = Shell("calc.exe", vbNormalFocus)
hProg = OpenProcess(PROCESS_ALL_ACCESS, False, idProg)
GetExitCodeProcess hProg, iExit
' Aguarda até que o programa seja encerrado
Do While iExit = STILL_ACTIVE
DoEvents
GetExitCodeProcess hProg, iExit
Loop
End Sub