VB - CreateObject()

Hi I was just asking a friend yesterday how I would go on writing a code that would initialize applications on my desktop. He then told me to search about CreateObject(). I learned that you need to declare the object like
Dim PS as object
then on a command button I would write
Set PS = CreateObject("photoshop.application") and once it was clicked it would start up photoshop! That's great I love it haha but I'm kinda new to it so I'm having trouble. I tried writing the same code to start up Winamp but it wouldn't work. Sometimes a message box says ActiveX was unable to initiliaze something.. or w.e. So please tell me. How would I find out what to write for let's say a Game, or some any other application?? How and where do I find the correct code for each program? THANKS U!!

Moved from CodeBank

With CreateObject you can only create COM objects.
If the application is not registrered as COM object, you can't use it.

Have a look at Shell or ShelExecute instead.