You could probably p/invoke WSAAsyncSelect with FD_ADDRESS_LIST_CHANGE That
tells you whenever IP addresses are added and removed from your computer,
which usually happens on cable plug/unplug (or wireless association, or VPN
connect, etc).
WSAAsyncSelect is pretty simple to use and causes a message to be sent to
any Form or Control of your choice, which you can intercept by overriding
the WndProc method.