You mentioned Shell command, do you want to start an external app? If so, try this...
Dim WithEvents myP As Process
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
myP = Process.Start("c:\winnt\system32\notepad.exe")
myP.EnableRaisingEvents = True
End Sub
Private Sub myP_Exited(ByVal sender As Object, ByVal e As System.EventArgs) Handles myP.Exited
MessageBox.Show("Application Exited")
End Sub
You can rename a file by making a copy then delete the original.
Dim f As System.IO.File
f.Copy("c:\Test.txt", "c:\testing.txt")
f.Delete("c:\Test.txt")