I'm currently working through Jeffrey Richter's excellent book Windows via C/C++ and note that he often refers to the Sysinternals tools available on TechNet. Take a few minutes and browse through the list of Sysinternals downloads. ProcessExplorer is on the list and is useful when you need to know what files, registry keys and other objects processes have open, which DLLs they have loaded, and more. Use it as an alternative to the task manager.
Reading through the latest technet bulletin, I see that you can now access all the Sysinternals tools at live.sysinternals.com and even run the tools by opening a command prompt and executing \\live.sysinternals.com\tools\<toolname>. The idea is that you can access and run the tools from anywhere. Some sysadmins may find this useful when scripting but I don't recommend it for interactive tools like ProcessExplorer. I actually had to hard reset my machine after trying! Honestly, the download is only 1.6 MB!