Please help me a little bit

Hello I am new in this programming language. I wanna know how can I create a program, which monitors that what program did the user start. For example: When I run xy.exe, then it writes into a file like this: Program [xy.exe] started...

And when I close it then it writes: Program [xy.exe] ended. 

So the program automatically recognize that what program did I open.

Thanks for help!