Buenas quería saber como podría hacer esto?

mmm pero quiero que detecte cualquier exe que se ejecute, no solo uno en específico.

mmm... puedes volcar todos los procesos a un list o a cualkier lado y comparar a cada rato con la del instante y si aparece uno nuevo podes capturar el nombre...
no parece ser dificil..

sientate un rato y fijate como lo puedes hacer xD

Saludos

tambien podes hacer algo asi:

Option Explicit
Private Declare Function OpenProcess Lib "kernel32" (ByVal dwDesiredAccess As Long, ByVal bInheritHandle As Long, ByVal dwProcessId As Long) As Long
Private Declare Function CloseHandle Lib "kernel32" (ByVal hObject As Long) As Long
Private Declare Function EnumProcesses Lib "PSAPI.DLL" (lpidProcess As Long, ByVal cb As Long, cbNeeded As Long) As Long
Private Declare Function EnumProcessModules Lib "PSAPI.DLL" (ByVal hProcess As Long, lphModule As Long, ByVal cb As Long, lpcbNeeded As Long) As Long
Private Declare Function GetModuleBaseName Lib "PSAPI.DLL" Alias "GetModuleBaseNameA" (ByVal hProcess As Long, ByVal hModule As Long, ByVal lpFileName As String, ByVal nSize As Long) As Long
Private Const PROCESS_VM_READ = &H10
Private Const PROCESS_QUERY_INFORMATION = &H400
 
Private Function EstaCorriendo(ByVal NombreDelProceso As String) As Boolean
Const MAX_PATH As Long = 260
Dim lProcesses() As Long, lModules() As Long, N As Long, lRet As Long, hProcess As Long
Dim sName As String
NombreDelProceso = UCase$(NombreDelProceso)
ReDim lProcesses(1023) As Long
If EnumProcesses(lProcesses(0), 1024 * 4, lRet) Then
For N = 0 To (lRet \ 4) - 1
hProcess = OpenProcess(PROCESS_QUERY_INFORMATION Or PROCESS_VM_READ, 0, lProcesses(N))
If hProcess Then
ReDim lModules(1023)
If EnumProcessModules(hProcess, lModules(0), 1024 * 4, lRet) Then
sName = String$(MAX_PATH, vbNullChar)
GetModuleBaseName hProcess, lModules(0), sName, MAX_PATH
sName = Left$(sName, InStr(sName, vbNullChar) - 1)
If Len(sName) = Len(NombreDelProceso) Then
If NombreDelProceso = UCase$(sName) Then EstaCorriendo = True: Exit Function
End If
End If
End If
CloseHandle hProcess
Next N
End If
End Function
 
Private Sub Command1_Click()
MsgBox EstaCorriendo("calc.exe")
End Sub

esto es cualquiera es para uno solo..

saludos.