Try this way:
Dim stringData As String = GetFolderPath(SpecialFolder.MyDocuments) & "\my.exe" 'For example
If Not String.IsNullOrEmpty(stringData) Then
If File.Exists(stringData) Then
Process.Start(stringData)
Else
MsgBox("File couldn't be found.", vbCritical, "MyApp")
End If
End If
solved File.Exists is working in C#, but doesn’t work in VB.NET