It's all in the GetProcessesByName method of System.Diagnostics.Process.  I have included a sample below.  This sample is the kind of code you may have in Sub Main() if you are staring an application with a Sub Main().  In the sample, "MyApplication" is the name you have given your project in Project Properties. 

NB: GetProcessesByName can throw InvalidOperationException when it cannot retrieve the process information.



Dim ThisIsTheOnlyRunningInstance As Boolean

'Try to get the list of running processes to determine if to continue in this thread
Try
    ThisIsTheOnlyRunningInstance = (Diagnostics.Process.GetProcessesByName("MyApplication").Length = 1)

Catch ex As InvalidOperationException
    'GetProcessByName can throw and InvalidOperationException when for any reason it cannot complete.
    MessageBox.Show("Could not determine if this is the only copy running."), _
                              "Starting my application", _
                              MessageBoxButtons.OK, MessageBoxIcon.Information)
End Try


If ThisIsTheOnlyRunningInstance Then
    'Enable XP Visual Styles
    Application.EnableVisualStyles()
    Application.DoEvents()
    'Start the app
    Application.Run(New MainForm)

Else
    MessageBox.Show("There is already another copy running on this computer.", _
                    "Starting my application", _
                    MessageBoxButtons.OK, MessageBoxIcon.Error)
End If