Agent program

I need to develop a VB or Java application that resides in the user's laptop and remains active all the time as long as the laptop is on, monitoring if the user opens the Internet Explorer (IE), then it checks the network connection (propably by pinging the gateway server), if it is online no action it takes, otherwise if the laptop is not connected to the network the VB app closes IE and opens VPN forcing the user to connect to the network.

I have worked with VB for long time and I have some Java experience, but I haven't done applications behave like software agents in this way before. Does anyone have an idea about how to do this? or if there are any sample codes or algorithms that performs similar task?

Thank you very much for any help or tips

David