How to Return Control Immediately to Calling Application?

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I have a program I am tasked with converting to .NET 2.0.

The program (Callee) is called from a 3rd party application (Caller) on a
triggered basis. However, the Caller waits for the Callee to return before
continuing execution. I need the Callee to return control immediately to the
Caller so it can continue working while it executes in the background.

The current method being used is this:
1) Caller.exe launches CalleeTrigger.exe
2) CalleeTrigger runs "Shell(Callee.exe, AppWinStyle.Hide, False)" and exits.
3) Callee executes in the background.

This method works, but requires 2 executables.

Is there a way to accomplish the steps listed above calling only 1
executable? For instance using threading or executing
"Shell(Application.ExecutablePath & "/noexit", AppWinStyle.Hide, False)"
where /noexit is a command line argument that tells the Callee to execute and
not exit.

Any help would be appreciated. If I need to be less confusing, please let me
know