this sysinternals blog entry is a great tutorial on how to use Filemon and ProcessExplorer

The sysinternals tools are great for using as part of your testing toolbox. They can all run from a usb stick so that you can carry them around and have them to hand when you need them. The blog is an incredibly useful source of information on how to use the tools.

I've used the registry monitor to find out what applications are doing and how they are configured. The filemon to see what files are in use and created error conditions by making sure that they couldn't be used. I've also used it to monitor applications as they are running to tell the developer what dlls are being accessed when an application is crashing.

There are tools here that give you more visibility into an application than you have had before and will help you understand how the AUT is put together. Extra information that you can add to your model of the application and illuminate the area for exploration.

This sysinternals blog entry is really good at showing how to use the Filemon and ProcessExplorer together to drill into what an application is doing.