Do you have a Windows CE Platform and you need it to automatically perform some action when you insert or remove a CF card, SD card of USB storage device?  OpenNETCF's shared source AutoRunMgr.exe application is designed specifically for this.

Similar to the feature in Pocket PC and Windows Mobile, AutoRunMgr provides your platform a way to automatically run an application named Autorun.exe whenever a FAT storage volume is either mounted or unmounted, and you can differentiate between the two (so you can perfom one action on insert and another on removal).

Best of all, it's free and open source under the MIT X11 license.

Download the full source code and documentation here.