Basically you take snapshots of memory allocations during execution of your application and compare them.
The procedure is typically dependant of the compiler you use, if you're using Microsoft open the help file, and search for 'Memory leaks'/ 'Detecting' and 'Locating'.
<P ID="edit"><FONT SIZE=-1><EM>Edited by lunitic on 09/26/03 10:18 AM.</EM></FONT></P>