How to check if another instance of the application is running

It's not sure what you mean with 'the program', but if you want to limit your application to one instance then you can use a Mutex to make sure that your application isn't already running.

[STAThread]
static void Main()
{
    Mutex mutex = new System.Threading.Mutex(false, "MyUniqueMutexName");
    try
    {
        if (mutex.WaitOne(0, false))
        {
            // Run the application
            Application.EnableVisualStyles();
            Application.SetCompatibleTextRenderingDefault(false);
            Application.Run(new MainForm());
        }
        else
        {
            MessageBox.Show("An instance of the application is already running.");
        }
    }
    finally
    {
        if (mutex != null)
        {
            mutex.Close();
            mutex = null;
        }
    }
}

Want some serious code? Here it is.

var exists = System.Diagnostics.Process.GetProcessesByName(System.IO.Path.GetFileNameWithoutExtension(System.Reflection.Assembly.GetEntryAssembly().Location)).Count() > 1;

This works for any application (any name) and will become true if there is another instance running of the same application.

Edit: To fix your needs you can use either of these:

if (System.Diagnostics.Process.GetProcessesByName(System.IO.Path.GetFileNameWithoutExtension(System.Reflection.Assembly.GetEntryAssembly().Location)).Count() > 1) return;

from your Main method to quit the method... OR

if (System.Diagnostics.Process.GetProcessesByName(System.IO.Path.GetFileNameWithoutExtension(System.Reflection.Assembly.GetEntryAssembly().Location)).Count() > 1) System.Diagnostics.Process.GetCurrentProcess().Kill();

which will kill the currently loading process instantly.

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You need to add a reference to System.Core.dll for the .Count() extension method. Alternatively, you can use the .Length property.