In the current Windows implementation of remote execution you can't, out of the box, get feedback when a a remote process has finished. Only when it has been started successfully.
We have some plans of providing better remote execution, but as Windows is limited as it is, we will probably not spend more time on making that better but instead writing a remote agent that can run all of our Tasks.
What you could do, as a workaround, is to add a Process Trigger which watch the remote computer for terminating processes, and Trigger that way.