In Files under the Win32API & Other APIs section are a couple of programs you can use. George Tasker's file 471 "Is a Windows Application Running" is one, but I saw one or two others as well.

George also wrote an article for FoxPro Advisor on the subject. YOu can find it at http://www.advisor.com/Articles.nsf/aid/TASKG05 if you'd like.

(BTW, just read a thread on the subject recently and was able to track it all down for you.)