Windows - get warned when a file is created

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I'm not sure if what I'm asking is possible, but I would like to do the following: When a file is created in a certain folder (Windows), my program should respond. I'd like to let Windows call a callback method when a file is created.

Another option is of course just use a loop and constantly check if a new file is in the folder, but I'd like to know it instantly, so a callback method would be much more efficient.

Is this possible? The language is not important, although Java is preferred.

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