"I wrote a program that delete old files in a directory.But it should always check that folder and delete old file"
You possibly want a Windows service, but it depends if you need a user interface to a cartain extent. However, the mechanics of what you are trying to do is probably covered here:
Watching Folder Activity in C# .NET[
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Give it a read, and see if it explains enough to you. If not, try to explain in more detail - the more you give us, the better we can help.