Spy++ (SPYXX.EXE) is a Win32-based utility that gives you a graphical view of the system’s processes, threads, windows, and window messages.
Spy++ has a toolbar and hyperlinks to help you work faster. It also provides a Refresh command to update the active view, a Window Finder Tool to make spying easier, and a Font dialog box to customize view windows. Additionally, Spy++ saves and restores user preferences.
There are two utilities similar to Spy++: http://msdn.microsoft.com/en-us/library/aa242736(v=vs.60).aspx , which shows details on processes and threads, and http://msdn.microsoft.com/en-us/library/aa233534(v=vs.60).aspx , a monitoring program for Dynamic Data Exchange (DDE) messages.