Requieres utilizar las API de windows, agrega este codigo a una forma y crea un control TIMER llamado TIMER1, ejecutalo y abre el word..veras que te lo cierra.
Dim filenm As String
Dim nw As Integer
'Clases para los programas:
Const Word = "OpusApp"
Const Excel = "XLMAIN"
Const IExplorer = "IEFrame"
Const MSVBasic = "wndclass_desked_gsk"
Const NotePad = "Notepad"
Const Explore = "ExploreWClass"
Const Mipc = "CabinetWClass"
Const Msdos = "tty"
Const ppan = "#32770"
Private Declare Function FindWindow Lib "user32" Alias "FindWindowA" (ByVal lpClassName As String, ByVal lpWindowName As String) As Long
Private Declare Function EnableWindow Lib "user32" (ByVal hwnd As Long, ByVal fEnable As Long) As Long
Private Declare Function ExitWindowsEx Lib "user32" (ByVal uFlags As Long, ByVal dwReserved As Long) As Long
Private Declare Function ShowWindow Lib "user32" (ByVal hwnd As Long, ByVal nCmdShow As Long) As Long
Private Sub Form_Load()
nw = 1
End Sub
Private Sub Timer1_Timer()
Dim resultado As Long
resultado = FindWindow(Word, vbNullString)
If resultado = 0 Then
Label1 = "Word esta cerrado"
Else
'destruye la ventana:
PostMessage resultado, WM_CLOSE, 0&, 0&
'esconde la ventana, pero no la destruye
'ShowWindow resultado, 0
'inhabilita la ventana (no permite entrada de mouse o keyboard:
'EnableWindow resultado, False
End If