Finding Memory leaks
MSDN and Microsoft support web site have some great information on how to find memory leaks, both for managed application and native applications.
Unmanaged:
How to use Umdh.exe to find memory leaks
http://support.microsoft.com/kb/268343
Managed:
Debugging Memory Problems
http://msdn2.microsoft.com/en-us/library/ms954591.aspx
