Win32 SetWindowsHookExA Process has exited

I have been working alongside Dan Appleman's Classic visual basic programmers guide to the win32 API for a while now but One thing it lacks is SetWindowsHook*. [login to view URL] Using only SetWindowsHook* I want to set a hook call back to watch for processes terminate. I can do this a number of different ways with WMI, WaitCallback and so on. I am aware the hook procedure needs to be written in a control library but every attempt so far has to lead to One or Two exceptions. The project is written in Visual Basic not classic VB. No other language is acceptable as previously with other projects it's often suggested. I require the DLL source code and an example of the managed hooking method. Please always do not suggest other methods as I am purely focusing on expanding my win32 API knowledge. Good English skills are a must. This project will likely lead to other hooks, I am not wanting to edit the message so no kernel driver is needed.