Events handling in WSH + JScript example.

gistfile1.js

// Create a new InternetExplorer.Application object
// 2nd arg is a prefix for events (any string)
var ie = WScript.CreateObject("InternetExplorer.Application", "ieEvent_");
// Set url
ie.Navigate("about:blank");
// Show window (default state is hidden)
ie.Visible = 1;

// Create specially named function using prefix (that 2nd arg above)
// (OnQuit means when IE window is closed)
// This callback must be in global scope!
function ieEvent_OnQuit(){
  // Do something useful
  WScript.echo('quit');
  // Terminate script
	WScript.quit();
}

// Infinite idle loop waiting for callback
// (There's no main loop in WSH/JS so there's no sweet setTimeout/setInterval)
while (true){
	WScript.sleep(1000);
}

// End of this hell script

while (true) {
    WScript.echo('Thank you!');
}

Thank u!
Found where it's documented (WSH CreateObject Method Remarks)
( http://msdn.microsoft.com/en-us/library/xzysf6hc(v=vs.84).aspx )