Download Complete Indication

Is there any function like these:

   EnvironmentManager.Instance.RegisterReceiver(AddressOf PlaybackIndicationHandler, New MessageIdFilter(MessageId.SmartClient.PlaybackIndication))

Here, this function get called when playback gets any command

Similarly,

Is there any function like this that gets called when download video is complete

(Like, If exporter.Progress = 100 Then)

No there is nothing like this.

I guess you have seen how the Export Sample keeps track.

Yep. It shows the other way making the download program always running till successful