Sysinternals video's
Although sysinternal tools are promoted via the Microsoft TechNet site targetted towards IT professionals, these tools are a must have for every serious developer.
Via these tools you can learn about your processes, memory, filesystem, registry and many more. Recenly David Solomon created a set of movies about these tools and their practical usage, check out samples of these movies here: http://www.solsem.com/videolibrary.html#memory