how to know when downloading finishes?

Does anyone know that how to trigger another program after the downloading finishes? For example, if I finish downloading a avi file, then
i need to open my own video player to show that file.

Thanks
makoto_liangAsked:
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AlexVirochovskyConnect With a Mentor Commented:
Very simple: You know about changings in
file! How? Use Filemon from
http://www.sysinternals.com/filemon.htm
Exectly in end of download will be created new file, and you get message
about it.
I hope, it helps. Alex
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ntdragonCommented:
explain what you mean
does your program do the downloading???
<using a socket or something>
or another program and you want to know when it done???
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