detect windows change at visual basic : How can i detect a window change (or form defocus)?

I have 1 picturebox, & 1 label (not visible)  above the picturebox with text "UNAUTHORIZED COPY" 
the question is: **how to make it visible if the window, or form gets defocused or when the user open another program.** But Focus is property for "controls" but not for forms, then there is not easy way.

Additionally my program already clear the clipboard when detect the printscreen key to avoid the most common snapshot from any windows user, i just want to add now this watermark text for use of third party screen capture software.