private System.Diagnostics.Process  mioProcessVB6 = null;

 public FrmMain()
 {
           InitializeComponent(); 

           System.Diagnostics.Process [] process = System.Diagnostics.Process.GetProcessesByName("miaAppVB6");

           if (process != null && process.Length > 0) mioProcessVB6 = process[0];
           if (mioProcessVB6 != null) mioProcessVB6 .Exited += new EventHandler(mioProcessVB6 _Exited);
}

 void mioProcessVB6_Exited(object sender, EventArgs e)
        {
            MessageBox.Show("uscito"); 
        }