Best. Task Manager. Ever.

Yet another thing that should already have been in Windows:

Ever wondered which program has a particular file or directory open? Now you can find out. Process Explorer shows you information about which handles and DLLs processes have opened or loaded.

[ Sysinternals Freeware - Utilities for Windows NT and Windows 2000 - Process Explorer ]

This one is almost frequented as much as gvim on my computer. If you are any sort of SA or Developer, this is a must. (And G$ will agree)