Have you ever tried to use Visual Studio's Memory Profiler?
I have recently had a need to profile a .Net application and was searching for a memory Profiler tool, and that was the moment when I have found out that Visual Studio 2008 Development Edition has it's own memory Profiler.
I decided to search for a quick guide and have found several of those on the internet.
Unfortunately when I started my application using that profiler my computer showed me the Blue Screen of Death.