リファレンス、WshScriptExec オブジェクト、StdErr プロパティ

まんま

Dim WshShell, oExec
Set WshShell = CreateObject("WScript.Shell")
Set oExec    = WshShell.Exec("%comspec% /c dire")

Function ReadAllFromAny(oExec)
  If Not oExec.StdOut.AtEndOfStream Then
    ReadAllFromAny = oExec.StdOut.ReadAll
      Exit Function
    End If

  If Not oExec.StdErr.AtEndOfStream Then
    ReadAllFromAny = "STDERR: " + oExec.StdErr.ReadAll
      Exit Function
  End If

  ReadAllFromAny = -1
End Function

Dim allInput, tryCount

allInput = ""
tryCount = 0

Do While True
  Dim input
  input = ReadAllFromAny(oExec)

  If -1 = input Then
    If tryCount > 10 And oExec.Status = 1 Then
      Exit Do
    End If
    tryCount = tryCount + 1
    WScript.Sleep 100
  Else
    allInput = allInput & input
    tryCount = 0
  End If
Loop

WScript.Echo allInput